OK, if you mean linking bullets and numbers in a multilevel list, you have to set it up according to the instructions at
https://www.shaunakelly.com/word/num...g20072010.html. The instructions apply even if you are not creating heading numbering. You just choose a different set of paragraph styles that you associate with the list levels.
The "Linked" style type has nothing to do with bullets and numbering. So-called linked styles behave like character styles when you apply them to a selection which is smaller than a whole paragraph, meaning that the character portion of the style is applied. Recent versions of Word let you insert a so-called style separator to accomplish a similar task (keeping two paragraph styles on the same text line).