Linking Books must be created in the dimension you want to be able to return to. For instance, if you create the book in Overworld, when you use the book in an Age you will return to Overworld. If you create the book inside an Age then use the book in Overworld, you will return to that age.
Descriptive books allow you to travel to different ages. Once a Descriptive Book is destroyed it is gone forever, unless you write the book. This is currently the only way to first visit an Age.