Several questions about Linked Data

Hi, every one
I'm a novice to Linked Data. In the learning of linked data, I got several
questions.

1. When public a new data set, how does it connect to other data sets in the
Linked Data Cloud. Just use the record linkage techniques to connect two
identifiers which are actually telling the same entity? Or, is this method
only applied to publishing large new data set, not small one?
2. Where is the rdf data stored, which connects two data sets?  Is it just
stored in a third party?

Can anyone tell me the answers?
Thank you very much!!

regards,
Zhou Wenlei
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