What do you mean "link them up?"
Here is how DMX works. Like MIDI, it would be "FROM DMX OUT to DMX IN, FROM DMX OUT to DMX IN". But DMX OUT is really more of a DMX THRU, as it will continue to pass the DMX data it received back out the DMX OUT port.
So, if you mean "well, I want to add in some LED Par Cans", then sure, go for it, no problem whatsoever. Just follow your signal flow.
Want to have multiple same lights do the same thing and save on channels? DMX allows channel duplication. So, in my case, let's say I take my 8 64 LED Pro fixtures and all give them the starting address of 33 and are all in 7 channel mode, what I do for one will work for all.
A bit of advise that I throw in is try to project where you think you will be in a few years with lighting. This way, maybe you spend MORE on a controller now, but end up not having to replacing what you buy NOW in a few years because you thought too small. Not that tninking small is bad, some incredible stuff has been done on low end and limited controllers. Lighting is a good area to sort of do some forward projecting.
In my case, I'm an audio guy. I have to think where I am going in the future. My mains became monitors. My older smaller consoles are still in production but doing more transfer work than live events. My current large format analog is great for FOH, monitor duty or both. When I get a digital console, I have the split made and my large analog console becomes a live recording and/or monitor desk. When I replace my monitors, the monitors can be front fills as well as stage side fills or additional monitors.
When I replace my mains, my existing mains can be used to widen out my coverage pattern to the sides while letting the new mains cover the main audience coverage areas.
Minimal loss of investment by thinking in increments of 5-10 years down the road.
You may not need to think 5 years down the road, but might want to think about "I plan to add lights, so will this console grow with me for a while or am I just thinking too small right now?" I can't comment on the controller you've selected, mainly because I've been too lazy to look it up myself. Elation makes good stuff, so I'm positive it's a good bit of gear.