What is the use of data structures in C?
Why do we create links between the pointers in order to create a data structure?
What is a links?

Think of data structure as an "arrangement" - it is basically a structure to hold data! Almost always a data structure consists of 1 or more fields.
Many books have been written on this topic - you have to explain the background is - why are you asking this question? It will help explain better.
Pointers are not mandatory to data structure... Pointers are used to create linked list or Pointers can just be another normal filed in a data structure.