You do need to link them. Basically, when you have your XBL account linked to a Bungie account, it allows you to post maps from your file share to the B.net forums. You then link to that thread here.
I have made a bungie profile but when I click "link tag' it just puts me on a page asking to join "my x-box", saying nothing about linking tags. Could I just link to my fileshare, not a forum post? It's way more hastle then it's worth when I can do another method and simply say the slot.
"Tag" as in Gamertag. It's part of signing up. You get connected to Xbox.com as well. Which is the My-Xbox thing You can't get cool new maps either, only look at the pretty pictures.