The link creation feature is a membership feature, that allows you to use an existing path in the creation mode.
If you have a membership, you'll be able to see the link option in the create mode. Note that it's also only available inside your own path.
Search and select the existing path.
After submitting the link you can see it as a regular path choice.
You can see the existing links of a path by opening the create modal again.
To unlink a path, click the red link button in step 4 and confirm it.