Theer is no easy way to link them - this is something the paid-for PSA 2 can do. However, you can do simple drag and drop - drag a thumb out of PSA SE into PSE and the image will open. If you save back to the same file, you'll need to update the thumbnail. If you do a Save As, you'll need to import the new version.
Thanks for your answer, it's helpful. I'm trying out SE3 to get used to it to see if I really like it. So if I do I'll take your advice to upgrade.
As regards negotiating the User Forum, it just seems laid out in such a way that it seems different to the table-view I'm used to on other sites. It gives me the impression that everything is hidden from casual browsing. Maybe I'll get used to this too!