Technically, the reservations can't be "linked", but you can request that they be located close together. Call and have them put a note on EACH reservation that you are traveling with each of the other reservations. That way the room assigner will see the request and try to accommodate (but no guarantees). Don't make any other room requests.
We once had 5 rooms for a wedding, with people coming and going on different days. I actually made all of them in one call with the help of a marvelous CM. She included the "traveling with" information on all the reservations, and told me to mention it at the front desk when we arrived (we got in first). When I asked about the other rooms at the front desk, they couldn't/wouldn't tell me the other room assignments, but did say I'd be very happy. As everyone arrived over the next few days, it became evident that we had 5 rooms in a row with the appropriate connecting rooms even!
Steve