On further investigation, here is how I discovered the Links panel:
Draw any object.
Create a symbol from the Symbols panel.
Apply an Adjustment Layer (it looks like any adjustment will do).
Add a copy of the symbol to the document.
In the Layers panel an 'is linked' link icon will appear next to the adjustment layer. Click the link icon to show the mystery Links panel.
Using the Links panel, the shape and attributes of objects or entire layers can be linked in a similar way to how it is done in Photo. This continues to work if the symbol is deleted, but not if it is detached.
However, if the symbol is deleted, then the link icon in the Layers panel disappears, and if the Links panel is closed it cannot be reopened from any menu.
I still can't find how this Links panel can be opened without initially creating a symbol.