The Application Links plugin is bundled and shipped with the Atlassian applications. You cannot install it yourself.
The Quick Start Guide provides instructions on how to set up the most common application link configuration.
The administrator's guide is for administrators who want to configure application links for the applications. The guide contains information on adding a new application link, for an application link, setting up project links and more.
These resources are for developers who want to develop with the Application Links plugin. Take a look at the Application Links documentation on the Atlassian Developers site.
Having trouble integrating your Atlassian products with application links?
We've developed a guide to troubleshooting application links, to help you out. Take a look at it if you need a hand getting around any errors or roadblocks with setting up application links.