The relationship is that computing the SHA hashes takes polynomial time. One way you can think of NP is that it is the set of problems whose solutions that can be deterministically verified in polynomial time. So for any hash computable in polynomial time, the pre-image problem is in NP.

Note that this doesn’t prove the security of SHA256, it just says that to prove it secure would be to prove P != NP. You could still prove SHA256 insecure and that proof could be totally separate from P =? NP.