A linking machine is a special type of sewing machine for connecting knitted panels with clean stitches. It requires some skill and it's a common technique in the industry since it produces great results. The linker creates a chain stitch which is very secure, but also easy to unravel if needed without unravelling the knit. It uses one knitting yarn to link the pieces together, which you can choose yourself.
You can use a linking machine for all knits, except cut and sew projects. You should either try to produce the item as a fully fashioned knitted item and connect panels with the linker, or use a serger/overlocker for cut and sew projects.