Native speakers of English all do this naturally. Linking is an advanced topic for non-native speakers, but learning to correctly link words can result in significantly more fluid and fluent sounding English speech.
When speaking fluent English sounds can be changed, added, omitted or doubled:
1. Assimilation (changing sounds). When the t sound /j/ and y sound /j/ assimilate, the sounds merge into the ch sound /ʧ/. This causes the phrase "don't you" /doʊntju/ to be pronounced as "donchou" /doʊnʧu/.
2. Intrusion (adding sounds). For instance, adding a slight w sound /w/ or y sound /j/ between vowel sounds is a helpful technique for pronouncing both vowels clearly. In the phrase “he asked”, a small y sound /j/ is added between the long e /i/ and short a /æ/. This allows both vowel sounds to be pronounced fully and separately without pausing between words.
3. Elision (omitting sounds). For example, when a t sound /t/ or d sound /d/ is between two other consonant sounds (but not the first sound of a word), the t sound /t/ or d sound /d/ can be omitted.
4. Gemination (double sounds). Gemination occurs when one word ends with and the next word begins with the same consonant sound. Identical double continuous consonants link by pronouncing one, single sound for an extended period of time. In the phrase, "social life," the l sound /l/ is produced for more time than if the sound occurred alone.