you need the local leader perk at level 2 iirc, then you can link the settlements. i basically use my large settlements to multiple link out to the smaller ones & then they take off as well. have my artillery covering most of the map now i think (although it often doesn't even wound the enemies lol).
spoilers below;
i'm in a 'relationship' with cait now. when i sleep in a bed i sleep with her & get a massive xp bonus which goes on top of the well rested bonus lol. her dialogue has also changed, a lot more playful now.
i'm a knight in the brotherhood of steel. rode a vertibird across the map to a massive blimp. while flying i manned a door mounted minigun. was pretty cool, but could hardly make out what i was shooting at & too worried about pounding my own settlements etc lol.
here's a couple screens of my mancave;
2015-11-22_00001.jpg 146.37K 15 downloads
2015-11-22_00002.jpg 103.31K 19 downloads
at my settlements i'm getting a little anal putting everyone in military clothing, with either leather armor pieces or combat armor pieces. in the cabinet near the hoists there's enough power armor pieces to complete another suit but i don't have a frame thing to attach them to.