Accessing a library with calibre for Windows and calibre for Linux can cause problems, have a look at Post #2 in this thread ==>>
Accessing library from web, gui, etc...
IIRC some users do inter book linking using the Identifiers column, I tried it and found it didn't suit my needs or my way of working. It involves setting up rules in Preferences->Look and Feel->Book Details. Hopefully someone who does it that way will see this thread and respond. I have a vague memory davidfor might do it that way - you could send him a PM.
One problem with URI links is: should a target move or get renamed the link will break.
BR