The linker works using the set_linker() function call.  This takes four
arguments.  The first is the array of rooms to link to.  The second is
the dynamic preposition... in other words, the word to use when someone
exits or enters a linked room.  The third argument is the static preposition,
the word to use when someone says something in the room.  These default to
'into' and 'in' respectively.  The last argument is the name of the area to
link on.
So, to our first room (room1), we add the following line:
    set_linker(({"/path/to/room2",
        "/path/to/room3"}),
        "onto", "on", "the marketplace");
To the second room, we add almost the same, but change the filename of the
first argument:
    set_linker(({"/path/to/room1",
        "/path/to/room3"}),
        "onto", "on", "the marketplace");
And to the third room, we add:
    set_linker(({"/path/to/room1",
        "/path/to/room2"}),
        "onto", "on", "the marketplace");
We will also need to add exits to room2 and room3 from
room1.
It's important to remember, that the first argument array of each
set_linked call should include *all* rooms linked up, except for the
current room.  And all rooms with the linker setup should have the same
arguments for the second, third and fourth parameters... otherwise all
kinds of weirdness ensues.