Linking appended objects Newbie here.

Is it possible to link an object after it has been appended into a scene?

I Appended few objects to a new file, but now I think it would have been better to use link so to have the changes (i.e. adding materials) in each object (file) reflect in the scene containing them all.

I read this Coverting an appended object into a linked object?, but didn't understand it.
Yes. You need to select all the objects you want to link in Object mode, selecting the 'target' object last. Where the target object is the object for which you want to link the material from. Then press Ctrl + L and this will bring up the linking menu. You then can select Materials and all object will link to the targets Material.