Alright, that is a wordpress.COM site. If you are not seeing the "appearance" menu item on the left of the dashboard, then that means you are not set up as an administrator on the site. What appears in the dashboard navigation is dependent on the role assigned to each user. Go to users > all users in the dashboard and see what role is assigned to you. If you are not an administrator, then you will have to have the blog owner change that.
If the owner does not have subscribers on feedburner, you can use the follow blog widget that wordpress provides.
For the links, are you talking about links in a blog post? If so, see this support page on links.