When you say linking, do you mean: Including shared content in two different documents, or do you mean linking in the traditional (web browser) sense?
If it’s the latter, you can certainly add a link to another document, or a heading in another document.
Here’s a gif from when document linking was added: 
Regular markdown links like this are autocompletable (both to the document itself, or headings in that document), can be control (or command) clicked to jump to that document, and also register backlinks in the info drawer (the arrow at the bottom of the editor panel).
Does that help?