Once you have linked two documents together you can instantly access one from the other with the Hook Window.
To open a linked item, double click it or select it and press enter. You can select a linked file and press command+enter to reveal it in finder instead of opening it.
Files will open in the default app associated to the file or file type. The icon to the left of the link will indicate what application that is. This can be overridden for a single file or a whole type by using “Get Info” in the Finder to change the application assigned to open the file
Selected links can be deleted with ⌘⌫ (command + delete). Deleting a link removes it from both linked items.