Hm. how to make that understandable ...
Every object that the game engine uses has some kind of functionality (like how it looks) and some properties.
Looks (and some basic functionality) are defined in the root template, while the properties are defined in the stats. Those two need to be brought together to make use of the object itself work in the game.
(And let's leave out the fact for now, that some 'functionality' is defined in the stats, because it is there only, that an item is made into a weapon or an armor or a potion ...)
Now, the game has 'item-creating systems' that do not use the name or UUID of a root template to tell the engine to create an item, but the name of a stat entry.
Since every complete usable object needs both a stat AND a root template, there is some way to tell the engine what root template is assigned to a stat when a creation request is made with a stat name.
This is what the link files are for, they combine a stat entry with a root tempate, so that the name of a stat can be used in item creation.
These link files exist for all kinds of items: Armor.txt, Weapons.txt, Shields.txt. Object.txt and Potion.txt.
The link files can be found in the editor's template directory in the subdirectory 'Stats\Generated\Links' which exists parallel to the 'Stats\Generated\Data' directory where the actual stats are.
So you have two types of systems that create objects in the world, you could call the one type the 'high level' systems, because they create objects via their stat names. Examples are the crafting engine and the game's 'drop engine' (the 'treasure tables').
The other type of system could be called the 'low level' systems, the ones which use the templates for creation. Examples are all the objects pre-placed in the world with the editor or the different scripting languages.
What both systems have in common is, they always need a complete object (root template AND stats) to make the new object work. This is why root templates themselves have a stat as one of their root template properties. Without a stat assigned to an object, the 'low level' systems could not create any objects, no characters, no items. (The high level systems could not create any objects without the links.)
There is no 'high level' system that creates characters which is the reason why there are is no link file for characters. They are all either pre-created and placed in the world or are only created by low level systems.
(The summon spells have the UUID of a character root template directly as one of their skill parameters. But the summoned creature specified there needs to be a 'complete object', means that the root template of the character used as the summon needs to have a valid stat in the 'Stats' field.)