If you talk about 'link' then there are 2 sides to it.
Link (1) as in "when one moves, the other moves with it".
Link (2) as in "when one gets picked, the other needs to be in the picklist too"
For (1) you can use the behavior 'Pin'. Use 1 sprite as the base for the others. Pin the others to it.
Before pinning, they have to be in position. Since you have carefully crafted them in the layout, that should be not prob.
You dont have to use 'Pin', you can also set the position of one to image points of another one EVERY tick. To do this, you need to be able to properly pick them. And that brings us by link (2).
For (2) You can pick based on an instance variable. Give them all the same named instance variable. Say 'ID'. Now in the layout change that variable, for those that belong to each other, to the same value.
Now when ever you pick one, you can pick the other that belongs to it.
Mouse > On object clicked (button) <------- this picks the button that is clicked on
System > Pick by comparisation > object = text .. expression = text.ID .. value = button.ID <---- this adds the object text with the same ID as the button to the picklist
System > Pick by comparisation > object = indicator.. expression = indicator.ID .. value = button.ID <---- this adds the object indicator with the same ID as the button to the picklist
............... and so on, for all objects ....
... Actions work on the picked objects only.
So you can after a pick like do in the actions ...
(object) text > action > Set position to another object ... object = button .. and use that imagepoint
(object) indicator > action > Set position to another object ... object = button .. use that imagepoint
For (2) you can also use a Container. Look them up in the manual. They are extremely handy. But not for you in this case. Since you have everything set up in the layout. Containers help by creating and linking objects during run time. And they expand the idea about linking.
link (1) If one gets picked, the other gets picked.
link (2) if one gets destroyed, the other gets destroyed
link (3) if one gets created, the other gets created
To finish, lets break down button.ID above.
We call this an expression. If you look in the online manual. You always see 'properties', 'conditions', 'actions' and 'expressions' explained.
An expression is info about an object (and optional its behaviors). They are always written the same way.
button = name of an object.
the dot = kinda a separator
ID is the expression, in this case the expression for the instance variable 'ID'.
Sprite = name
Angle = angle for the Sprite