Linked sectors, also known as attached sectors, are sectors that move together as one. This is useful for creating constructs such as elevators with complex shapes: in case the movement of one part is blocked, all sectors linked together will react in the same way.
Without the link, partial obstruction will unravel the construct, which looks odd and might be considered a bug. It can also trigger a HOM effect if upper or lower textures are missing with the assumption that the different sectors would always move together. Linking the sectors together allows to avoid all these problems.
Although linked sectors had been planned for ZDoom for a long time, this feature was first implemented in the Eternity Engine. For compatibility reasons, ZDoom allows to create sector links with Static_Init so as to emulate Eternity's method. An Eternity map in the Doom format will require use of the Eternity map translator to convert line types 379 to 384 into the proper calls to Static_Init.