If you used the installer your insight.cfg will be located at C:\user\YOURUSERNAME\AppData (you will either need to unhide folders to see app data or you can just type it in your address bar) \local\Analytics\Adobe Analytics\Data Workbench\insight.cfg.
If you can open that in notepad and upload it i can troubleshoot further.
As far as "linking", Data Workbench loads in files from data feeds or flat files. You will need to have an architect set up your implementation if this has not been done. Did your company just purchase the product? Or has it been up and running for a while? IF you don't mind sharing, what company do you work for?