how do you link components between them on a protoboard
You've pretty much got the answer. You can either make connections with wire or by creating solder bridges. It's also possible to use the extra lead length of through hole components to make connections. 

Edit: given that your iron tip is a bit large and grungy looking, I would recommend buying a new tip. It doesn't need to be super tiny, maybe a 1/16" or something. By "extra lead length", I mean that it is possible to make connections by threading a component's leads through the board and then bending them to the place they need to connect to.