Can I use this card's [On Play] [When Digivolving] [When Attacking] effect to link a card that doesn't have <Link>?

Can I use this card's [On Play] [When Digivolving] [When Attacking] effect to choose 1 card from my hand, 1 of this card's digivolution cards, and link them to this card?

If I use this card's [On Play] [When Digivolving] [When Attacking] effect to link cards, can I activate the [When Linking] effect on the linked card before processing the part of this card's [On Play] [When Digivolving] [When Attacking] effect after "then"?