I've looked at this too. When I first started using DL, I thought that it was basically a two way street between applications. But that analogy doesn't work very well. DL is PPro-centric. Like PPro is the hub, DL the spokes, and the other Abobe applications are on the rim. And this makes a fair amount of sense. The central feature of an editing suite is the editor, and that would be PPro.
Another way to look at it is that you can push from PPro to AE, and PPro can pull from AE, but AE can not push to PPro. So the direct answer to "I need instructions/video how to link starting in After Effect to Premier" is, you can't. What you can do is make your title composition in AE, import that AE project into PPro, and use the composition as you would any other asset in PPro. Then when you change your title in AE, you'll see the change in PPro almost immediately without you having to do anything.
When I'm making motion lower thirds, for example, I now make them in AE. I let the AE project reside in the directory with the PPro project that I made the lower thirds for. Then when I want the lower thirds in PPro, I just import the AE lower thirds into the PPro project. There's a few ways to do this. One is to use the Media Browser. The MB will open up the AE project for you and let you select which composition you want to import. Another way is to File...Adobe Dynamic Link...Import AE composition which does more or less the same thing. There may be other ways as well, IDK.
