You can link events in two ways; a) by selecting the 'as linked events' option when creating copies of an existing event or b) by selecting any events using the checkboxes in their row and then clicking the link (paperclip icon) button.
Creating linked copies automatically links all the copies you create and assigns them a Link Group Number with a paperclip icon (same as linking guests on an event Guest List).
When linking existing events in your Dashboard, select them and then click the Link Button. Following are the possible outcomes:
Selecting any event with a link number and any event(s) without link number(s): events without link numbers are given the same number as the currently linked events
Selecting any number of events without link numbers: all events are assigned a new, currently unused link number
Selecting any number of events with existing different link numbers (e.g. one event with link #1 and one event with link #2) (also plus any events without link numbers): all selected events are assigned a new currently unused link number.
To unlink any event from its Link Group, select it via its checkbox and then click the Unlink button in the toolbar