When you create a light source, the new light source illuminates all surfaces in the scene by default (assuming you set the light source’s properties appropriately). Similarly, when you create a surface, all lights in the scene illuminate the new surface.
You can link lights with surfaces so that only a specific light (or group of lights) illuminates a specific surface (or group of surfaces), or, conversely, only a specific object (or group of objects) receive illumination from a specific light (or group of lights).
Light linking can help you render scenes more efficiently and quickly. You can create light sets to control the relationship between lights and objects in complex scenes.