How a field collection item is linked to a node I was looking through the database for a field_collection_item, but am still confused how it is actually linked to a node.

field_collection_item has 2 fields item_id and field_name

It seems item_id uniquely identifies a field collection item and field name is the machine name of the field_collection. Where do I find a table that links entity_id's (field collections) to nodes?
If you check admin/structure/field-collections, you will find the machine name of you collections in the first column. Prepend the machine name with "field_data", just like any other field, and you will find a table with an "entity_id" column. 
In my case I have a collection called field_coworkers, and with

SELECT entity_type, entity_id FROM field_data_field_coworkers;


I can find the entities, that the fields are attached to.