Added links notebook

[xavArtley]

No description provided.

[philippjfr]

Thanks this looks like a really good start of an important user guide. I think we need to clarify the name a bit so it isn't confused with the JS based links we are about to add, maybe this is Linking in Python and then we also add Linking in Javascript, not entirely sure yet.

[xavArtley]

Indeed the title is not well chosen. When I began to write the notebook I wanted to regroup all links but finally I thought smaller guide was a better choice.

[philippjfr]

I think I'll merge this as is and then update it in the JS link PR.