Currently you can only link between task/steps inside one guide.
The ability to link and jump from one guide to another would open up the possibility of having a "Main Menu" type guide with which you could start off a worker with and then have them select which task they are going to start instead of searching for it from a list.

Also this can allow for smaller guides to be created and then if there are certain tasks that are not very frequently done you can have a step where the worker is asked if there is extra tasks to be completed and then link to a different guide perform said task and then have a link back to where they were.