In the Tools menu, Options settings, Scheduling page, turn on the "Autolink
inserted or moved tasks" checkbox.
That being said, having this turned on is a very bad idea. Links indicate
there is a causal relationship between the two tasks - there is something
being done by the first task that controls the scheduling of the second. It
is not just a statement that one task follows another - it is a statment
that the second task MUST follow the other. Project has no way of knowing
if this is true or not about the tasks in question - only you have that
intelligence. Keep it on manual control and make each link the result of a
rational decision made on your part, based on your understanding of the
nature of the work and the output of the tasks involved. IMHO, links should
NEVER be automatic and the entire ability to autolink should have been
removed from Project years ago. Having it is a trivial convenience and
using it almost always leads to trouble.