If one of my allies has grappled one of my enemies, do I get any bonus to attack this enemy? It does not say so in the rules, but surely it must be easier to hit an entangled foe than a free one...?
Yes and no.
You do not get any special bonus for attacking a grappled enemy, but you get at least a +1 gang-up bonus due to your ally being adjacent to your enemy. Additionally, you will (probably) get an additional +2 bonus for attacking an Unarmed Defender, because a grappled foe is considered unarmed (unless they have some special edge like Martial Artist).
So in most cases you will get at least a +3 bonus, almost the difference between a hit and a raise. Not bad, uh? ;-)
Easier than what, attacking in normal melee with one ally? You still get the +1 Gang Up Bonus, but unless a situation grants an Unarmed Defender (it isn't always the case), you do not get that bonus.
It is easier to hit an entangled foe than a free one, but it's also easier to hit the entangler, who is presumably your ally and therefore you want to restrain yourself from hitting them. So the short answer is that it's a wash and therefore no easier to attack a grappled character than a character in normal melee with an ally.
Now for the long answer. In Savage Worlds, there is no mechanical benefit to attacking a restrained character; the attacker does not receive a bonus and the defender has the same Parry. Narratively, this would be because even in a headlock, the defender might still be able to wave their weapon around, kick, turn so that the grappler is temporarily facing the potential attacker, etc.
What about the grappled character having his arms tied? You won't find an answer in the book, but the official ruling is that the siutation may sometimes result in the grappled character becoming an Unarmed Defender, resulting in a -2 Parry. If the grappled character is using a flail, they can't do much with it if their arms are restrained, so I think that Unarmed Defender should be granted. If they are holding a bastard sword in their hand, I can't see them being an Unarmed Defender because there's a giant pointy thing between them and any other melee attackers.
You also deal with the typical effects of attacking an enemy with an ally in melee. This means that if you are making a melee attack, you still get a +1 Gang Up bonus for having an ally adjacent to your target. It also means that if you are making a ranged attack, you risk shooting your allies because of the Firing Into Melee rules.
Note that of course the GM could certainly adjudicate that extenuating circumstances grant a bonus (or penalty) to attacking a grappled character.