Re: "linking notes"
In Procession, the whole notes aren't "linked" (called a slur) they're "tied." Hold the note for the duration of the tie (the length of time of the whole note and the following tied note)
If a quarter note is a clap. And a half note is a claapp. And a whole note is a claaappp. Then a pair of tied whole notes would be a claaa------ppp. Held for 2 "claaappp" periods of time. In Procession the LH holds the G for the entire line of 4 measures because of the tie which sustains the note.
Slurs mean that there's no pause between the individual notes but they are played as individual notes rather than one note being held longer than it's note value.
You can google the difference between slurs and ties faster and easier than can be explained here.