Linking means making words sound connected, and it’s a normal part of English pronunciation. Linking is the reason why many frequently-used short phrases, end up sounding like one big word, such as: What time is it? / How is it going? / Come on in!
Even though linking is a normal part of the way native speakers of English talk, you will not usually have problems communicating if you do not do it. However, learning to link your words can be helpful.
First, it can help make consonants at the ends of words easier to pronounce. This is explained in Ends of Words – A Special Trick.
Also, linking makes you sound smoother and more natural. Listen to the difference when I say the same sentence two different ways, first without linking, and then with normal linking: Everybody is getting tired of it.
When to link
1. Linking can happen between any words that are in the same phrase.
Vowel followed by vowel: see it “seeyit” / how are “howar”
Vowel followed by consonant: two bucks “twobucks” / go first “gofirst”
Consonant followed by vowel: save it “savit” / look out “lookout”
Consonant followed by consonant: dark sky “darksky” / help take “helptake”
Any letter with the same letter: with them “withem” / how will “howill”
2. Break long sentences into logical groups, and link inside of the groups.
Maybe we should wait / until after the storm / to go to the store.
Finally, even if you do not make linking a part of the way you speak in English, knowing about it can help you be better at understanding what you hear.