Linked entities are used for destruction chains.
If Entity A is linked to Entity B, and B is destroyed, then A will get destroyed too.
// Add the module first in your application (once)
world.AddLinkedEntityModule();
var a = world.CreateEntity();
var b = world.CreateEntity();
world.SetLink(child: a, owner: b, true);
foreach (var parent in world.ReadParents(a))
{
// contains B
}
foreach (var child in world.ReadChildren(b))
{
// contains A
}
world.DestroyEntity(b);
world.Exists(a); // return false