Instructions
Visit the warrior guild and talk to the receptionist. Access the friend list and add the characters from whom you would like to learn skills to your party.
Enter the main menu screen and choose the linking feature (which looks like a plus sign) from the icons on the left of the screen. A new screen will pop up displaying the linking menu.
Hold one of the directional buttons in and press "X." Choose the link you would like to utilize and press the "X" button again. Links are battle formations that allow your characters to act together. You can set up to four different links, one for each directional button. You can also change the order of your part members in the linking screen.
Select "End" from the bottom of the linking screen once you have set up your links.
Fight through 15 battles in which you create a link in order to learn the skills of your party mates. In order to create a success link, press one of the directional buttons during battle to bring up the in-battle link menu. Choose the link you would like to use from the menu by pressing the corresponding button on the directional pad. Your characters will then form the link.
Repeat this process every time you recruit a character with a skill you would like to learn.