Two cels are linked when they share their image and the xy-coordinate. Linked cels looks as follow in the timeline:
When you modify one of these cels, all linked cels are modified. In this way you can propagate the same change into several frames. E.g. If you have a static background, you would prefer linked cels, so you can make changes just in one cel to view the change in the whole animation.
There is a way to unlink cels using right-click and Unlink option in the timeline:
Unlinked cels will contain their own copy of the image. So now if you modify them the change will not be propagated to other cels.