Hi, @Deepak Bhardwaj Welcome to the Microsoft Q&A forum, Thanks for posting your question.
As we understand the ask here is you want to know more about how the link feature configuration works, correct me if my understanding is wrong.
SQL Server Management Studio (SSMS) tool will automatically create everything on SQL Server.
You can refer for more information here
Please let me know if you are looking for any additional information.
Regards
Geetha