Link Skills are activated when certain souls are in the same team. This page lists Food Souls who do not have link skills and those who do, and how you can pair them up.
Link Skills are mostly useful for early-game players and fighting certain bosses (such as the Guild Boss or Disasters) if used at the right time. As you progress through the game you will rely more and more on strong, ascended Food Souls equipped with strong, evolved Fallen Angels, and less on these skills.
Note: Food Souls who have not been released in Global yet have been omitted from these lists.