Hi Antony,
What do you mean by linking signals?
Several signals behind each other are linked automatically. If you look into the sigcfg.dat file of each route you will find the line:
SignalNumClearAhead ( x )
"x" representing the number how many signals ahead the will be set to clear (for example for 4-aspect signalling this should be set to 3 - one stop, one caution, one attention).
What you can do with special junction signals is linking them to a switch so they show different aspects depending on the position of the switch.