How put links in wordpress dynamic sidebar?

If you useWidget Logic it adds a new filter

widget_content

which you can hook your function to and add link to it somthing like:

add_filter('widget_content','add_link_to_widgets');
function add_link_to_widgets($content){
   return $content . '<br /><a href="http://www.domain.com">my link</a>'
}

Update

You are missing the point, the plugin is great if you want to use his ability to limit the display of widgets, Beside that it add a new filter.

so you can use that filter like i said to add your links, each widget has an id you can add the link based on that.