Payflow Link is a type of Payflow account that can only use hosted pages. It cannot do direct API or transparent redirect integrations.
Payflow Pro is a type of Payflow account that can make use of any integration type (including hosted pages just like Payflow Link)
The way you link either of these to Sandbox is to set the email identifier of a Sandbox PayPal Business account, within the Payflow Manager configuration settings of Set Up -> Hosted Checkout Pages.
Payflow is a rather old system, some would call it clunky. If you're happy with it and it's working good for you, well great -- but there are some modern alternatives you might consider: