If you're looking for a link between FFVIII and FFX, perhaps you could say that FFVIII is in a technological revolution, and that Zanarkand(which is much more evolved than FFVIII, or at least it seems it from the 10 minute look you get of it) is the height of this evolved civilization. Then, as the story goes in FFX, Sin attacks and it all goes downhill from there.

But my personal opinion is that they aren't linked. If the developers designed the games so that one was truely a sequel of the other, then it would leave people out that didn't play the earlier FFs, thus hurting the company's sales(they are a business after all). I think that this could be why Square is developing FFX-2 now, as they had enough people buy and enjoy FFX that they feel comfortable releasing a sequel that relates to the original.

Although I think it is possible to make games that are sequels and directly related(Dragon Warrior/Quest I-III for example), without leaving a player that comes into the series halfway through in the cold.

Also, as mentioned before, I think that the developers put references in about the other games in the series for those that have played the series to give them warm fuzzies, whether they be recurring characters(Cid, Moogles, Chocobos, Black Mages), a theme(Crystals, elemetal magics) or even hidden "Easter Eggs"(Cloud in FFT).