The concept of linking the tasks is primarily of use in Critical Path
Method scheduling. While too involved to go into detail here, it
basically helps you to know what tasks are more important (critical)
time wise, the ones that if they slip in time will result in delaying
the end of your project.
Without linking, you'd be doing what is called event driven scheduling,
creating a list of tasks and checking them off as you to them. This
works fine if you're the only one working on the project, or everyone
knows their part and it's relationship to every one elses. Which is
very rarely the case, even with relatively small projects. Just start
asking for the information you need to create the links, and you'll
find out how "out of sync" or "in sync" people really are.
An analogy might be if you had a car with a stick shift. If you didn't
know what the shift lever was for, you could drive around in first all
the time, and pretty much get where you needed to go. But not very
efficiently time-wise or fuel-wise. And you'd be in big trouble if you
parked face in to a brick wall and didn't know how to use reverse!
So if you don't set up dependencies, you end up with a nice list of
tasks with no meaningful end date. My experience is that as the tasks
slip, and in this envrionment, they usually do, we tell ourselves,
"It's ok, we'll make it up on the next task". And seldom do. Then just
as the project is supposed to finish, it comes as a big surprise that
it's going to be late. Go figure!
Some years ago, when a client company's VP was telling me what he
wanted from me as a consultant, he said he wanted to know why he had so
many "100 day projects that were 100 day projects until day 99". In
other words, to achive disciplined results, you need disciplined
procedures.
I suggest you try it without the links and see how useful it is. Then
try it with the links on a few projects. This will take some effort the
first few times. But my guess is, you'll be amazed at what can happen
if you get the thing out of first gear!
Best of luck.