Press Shift + F4 or go to the columns menu by right-clicking in the columns link and choosing Link/Parent. You should then be able to link layers.
If you are still having problems we need to see a screenshot with the modified properties of all problem layers revealed. Select the layers, press 'uu', then embed the full UI screenshot using the toolbar so we can see what is going on.
Go to the Creative Cloud App/All apps and click on the three little dots to the right of After Effects and select Learn. Check out the Animating Essentials course and look for Gain control with parenting. It's about the fourth tutorial in the series.
Spend some time there or in the Go to Discover section of Creative Cloud for any CC app, or open up the Learn workspace in After Effects to learn the basic workflows. You should also spend some serious time with the User Guide.