Link means to join or connect two or more objects, people, or ideas, either physically or by proving that they are similar or related to each other. As a noun, a link is the connection that relates or attaches the objects, people, or ideas.
Ex: This gray wire links Susie's computer to the Internet. Make sure you don't unplug it while she is working, or she will lose her connection to the Internet.
Ex: Darren is the link that holds our family together. He always calls all my siblings to see how they are, he hosts get-togethers at Christmas, and he settles all our arguments!
A missing link is something, for instance some important information, that you must have to solve a problem or complete something.
Ex: The detective was worried that he would never solve the murder case but then he found the missing link: a footprint left in the victim's back garden.
Ex: Scientists still haven't found the missing link between apes and humans, but they think there was another animal at one time that was similar to both species.
Relate means to make a connection with someone or something. You can relate to another person by understanding their situation or feelings. How you relate with other people is how you behave and act towards them.
Ex: My friend Laura's mother passed away last week. I can really relate to her because my mother passed away six years ago, and I know how difficult it is.
Ex: Leonard's mother is so friendly and gentle in the way she relates with other people. I don't know how she can be nice all the time!
As an adjective, related means two or more things are connected in a very close way, especially members of the same family.
Ex: I know Anthony quite well actually because I am related to him! His mother and my mother are sisters.
Ex: I never knew that dolphins and whales are related. Today in biology class we learned that they share many similar characteristics.