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The cursor name will say "Link source", when clicking on the end-node of the pipe inside canvas 1 the cursor name will change in to 'Link to Canvas1'.
Then you go to the other canvas, with which you want to link canvas 1.
You then again click on end-node pipe, a pop-up will appear where you need to enter a unique link name.
Below you can see the end result.
Reminder: link names can't be changed after you created one. You can only change it by deleting it and making a new link.
