Whats the use/function of the djm 2000 showing up on the cdj 2000 under 'link'

It's for accessing Live Sampler recordings, check for Live Sampler in the manual.

thanks

You can also preview tracks through your headphones via the DJM2000 link... load the track into the rekordbox player (on your computer) then hit the cue button above the headphone jack on the mixer. When you play the track in rekordbox you'll be able to hear it in your headphones and a little cue icon will show up in rekordbox next to the mixer icon.