Sounds like you're asking about just a simple feature.
All you do is copy and paste the url into your comment [thumbcodes won't work there]
and if you have premium membership, you can just copy and paste the thumbcode into a journal. You CAN'T put yours in someone ELSE journal. There's no way to, unless you know HTML and all that...and it would be against dA rules and regulations.
Most importantly, that's not Linking. The idea of Linking is in the video. I hope I've helped.