How to link different contents together and display the linked content on the same page?
Images are just media assets on a site. By which I mean you're relating something specific in X to another thing in Y -- you could just as easily relate content titles.

You likely want to either relate things together using Tagging via Taxonomies. Taxonomies can also have associated images for example. Or, you want to relate content around with relationships:


Entity Reference
Relation


Without a concrete mocked-up example with wireframes and in-depth explaination of requirements .... good luck.