The situation is as follows: database server: MySQL 5 ..... version of phpMyAdmin 3.3.10 There is a "main" database. Let her name be mainDb, there are (in theory) infinitely many db_1, db_2 databases, etc. All tables of type InnoDB.
In the config file, lines like $ cnf ..... ['pma'], $ cnf ..... ['pmadb'], $ cnf ..... ['pma_relation'] are commented out.
The task: to set up a foreign key via the phpMyAdmin web interface, for example, for the db_1.component.type_id field on the mainDb.type.type_id field.
Now "Structure" -> "Links" is the ability to establish links to the fields of tables in the current database. Where to look? Where to click? Poke your nose, please. It is necessary to learn how to install keys on the fields of tables of any database.