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I can't find the links between chapters (ex-The ending of Chapter1 linking to what happens in Chapter 2).  If you could, please explain how the different chapters link and give an example or two? Thank you.

Steinbeck uses an alternating chapter format to relate the events of the novel to the actual historical events of the US at that time.  The historical chapters are called intercalary chapters.

It's an effective method because it forces the reader to see every aspect of this novel.  It's a strong piece of historical fiction, but it's also a plain good work of fiction.  The use of intercalary chapters allows the reader to see that what happened to the Joads was not only real, it was happening to many, many families across the nation.  Without the historical chapters, we would be able to read the story of the Joad family, feel all of the emtions we're supposed to feel, then put it down and label is as good or bad like we do any other novel.  When Steinbeck juxtaposes his plot to the historical atmosphere and attitude of the time, we, as readers, are forced to look deeper into the plot and recognize the struggles of the nation.

Basically, every other chapter of this novel is an example.  We have an intercalary chapter that tells us about farmers getting forced off their land, then we see the empty Joad farm; we read about used car dealerships, then the Joads buy a car, and so on and so on.

I would add that Steinbeck intentionally wanted the Joads to be representative of the crisis of the Dust Bowl.  While we develop great empathy for the Joads, Steinbeck deliberately interrupts the narrative to pull us away from their individual crisis and refocus on the larger American tragedy, as mrerick points out.