It dosen't work like the Accessories feature.
The good thing about the module is that, when you add a link to a product, that same link is added vice versa on the product you add the link to. And if you delete a link from one of them, it gets deleted both ways. In that way, if you have 5 products you want to link, you dont need to associate the products 5 times on 5 products - but rather only on one product - and then it adds it vice versa on all the 5 other products.