Having prepared the data, linking is usually straightforward. All you need to be clear about is which files you are linking and which variable is the macro identifier. The process of linking data in SPSS is fairly similar. You can either use the drop down menus or use the following commands in a syntax file.
MATCH FILES FILE=microdata.sps
/TABLE=macrodata.sps
/BY macrounit
There are also various options you can use if you want the resulting file to include only particular variables.