To link maps you use gates . These are added in the object tab. You then have to coordinate the coordinates.
Example:
if I wanted to link Farrah island to Terror Caverns, I'd add a gate to Farrah, the coordinates I would enter in that gates coordinate values would be where I enter from in the caverns. In theory, you need to have the coordinates of from where you want to enter beforehand.
This system works both ways, if you wanted to link cavern to island, for the gate, you'd have to know where you wanted it spits you out.