Linking words are words or phrases that connect ideas and show the relationships between them, such as "however," "therefore," and "in addition." Linking words can be categorized into different types, including additive, adversative, causal, and sequential, each serving a specific purpose in connecting sentences and paragraphs. Common examples of linking words include "furthermore," "nevertheless," "as a result," "meanwhile," and "consequently," which help create coherence and flow in writing and speaking.