Just copy and paste the sentence you want link as a new translation (pay attention to flags). The duplicate-merging script will link them together.

This method is an alternative, indirect way of linking for normal contributors. It's a lot easier for advanced contributors. They can link sentences with a single click.

I am not sure of what you really want to link, but sentences of the same language that have similar meanings might not need to be linked to each other. But sentences should be linked to similar translations, definitely. I think that's also one reason why "linking" is reserved to advanced contributor, first they need to thoroughly understand what this is all about.

Also, you can refer to different guides available at the bottom of the page. (First steps, guide to be a good contributor, etc.)

By the way, I don't think linking sentences in the same language is wrong as long as they convey the same idea. I find it rather useful for studying synonymous words and phrases (especially if they're not linked to a sentence in a different language). Most projects using Tatoeba's data focus on links between different languages, but Tatoeba could be used for monolingual studies, too. And current linking system is perhaps the most suitable way to do it unless there are two types of links (one for translations and one for synonyms). Some users leave comments to show synonymous/closely-related sentences, but I don't find it very useful for searching and studying.

Finding such sentences could also be possible by linking them separately to the same sentence in a different language and searching for indirectly-linked results, but this is still not a translation-independent approach. One shouldn't have to find a matching sentence to be linked to in a foreign language before creating synonymous groups in his native language. This would likely end up treating languages like English or French as superior to other languages.