Mr. Smith's point, I think, is that the linked document feature you're asking about doesn't exist. Love the idea of having bitmap and vector capabilities in one app, but I expect that's a bit of a unicorn at the moment.
I've been working with Adobe's iPad apps, trying to integrate them into my process, but they definitely function differently, nor do they have quite the same features on both platforms. And, not being a programmer, but I would expect that they're different because the hardware capabilities are different.
Adobe Fresco and Sketch (which has been replaced by Fresco) are the bitmap apps. These files can be brought into Photoshop for further manipulation. Photoshop on any platform is also primarily a bitmap app. It is not meant for heavy vector needs. Which is why you import vectors into PS as smart objects and edit them with Illustrator.
Draw is the vector app on the iPad. These files can be brought into Illustrator on the computer for further manipulation. There is no Illustrator for the iPad. Draw and Illustrator are not interchangeable.
From what I can tell so far, vectors in PSiPad are not available. I am still learning the ropes so maybe I haven't gotten that far.
SO. I can sketch in Fresco, and import it into PS on the iPad, OR open it in PS on the computer. Fresco doesn't go backwards to the iPad once you make any changes to it in PS. But you can save it from your computer as a PSDC file in the cloud and open it again in PSiPad.
HOWever, if you create a PS file on the iPad and import it into PS on your machine, use features that are not available on the iPad, I imagine that if you try to open that modified file on the iPad, the changes you did on the computer will either not show up or be flattened. Also note that there is no smart object capability on PSiPad. Editing is destructive. Duplicate layers if you need to be able to go backwards.
Adobe Illustrator Draw on the iPad is the vector app. It will interface with Illustrator on the computer. Be aware that you can upload your Draw files to open in Illustrator but you can't go the other way and open an Illustrator doc on the iPad.
Finally, I am pretty sure all the linking and smart object capabilities are only available on the computer versions. BUT I am by no means any kind of expert, so if someone knows better, I will stand corrected. Please chime in!
I've been using these apps to sketch out ideas, do a little bit of comping, and some light retouching and compositing. THEN I bring the files onto the computer to do the heavy lifting, and to place into other documents.
One thing that I'm still trying to wrap my head around is that the cloud storage apparently has different "buckets" or "silos". The mobile files and computer files are stored separately. (And, saved to the cloud is different than saved to your Creative Cloud folder on your comptuer--I think.) There are many posts about that on these pages. Therefore I am saving stuff locally, and links stay linked. Also, project files need to be gathered up and stored on the company servers for posterity, as well as shared with vendor partners.
I hope this has given some insight. Good luck!