A link block path builder is created under Structure → Block Layout. The overview of all possible regions to which a block can be assigned opens there (cf. 4.1.). A region recommended for the link block is e.g. the "Right Sidebar".
The "Place block" button can be used to add a new block for the selected region. A new window will then open listing all possible block types. The search window provides quick access to the searched WissKI link block:
Under "Operations" click on "Place block", then configure the link block:
If you select "create a block specific pathbuilder" in the dropdown menu, a new link block will be created.