Linked sources are sources which are global/shared across one or more scenes. They're very useful in making it so these elements of your presentation are displayed seamlessly as you switch from one scene to another.
Things to remember
Add the source to the first scene. (in this guide, let's use a Text Source)
Highlight the source from the source list then press CTRL + C on your keyboard.
Switch to another scene.
Press CTRL + V on your keyboard. A popup should appear asking if you want to paste the source as a new source or as a linked source. Select Paste as linked source then click OK.
Alternatively, you can also use the Source list's Copy and Paste buttons as shown below: