You can't install Dolphin (or most GUI file managers) without installing KDE (or whatever matching desktop Environment), and starting the X11 GUI.
Perhaps Midnight Commander text-mode file manager (or equivalent) is more what you want? Not sure if it has "drag-and-drop" or some similar easy-to-use linking feature though.
yum install mc
Summary : User-friendly text console file manager and visual shell
Midnight Commander is a visual shell much like a file manager, only
with many more features. It is a text mode application, but it also
includes mouse support. Midnight Commander's best features are its
ability to FTP, view tar and zip files, and to poke into RPMs for
P.S. NOTE also that you (the user logged into terminal and running link commands) must have read and entry/execute permissions on the folders/files to which you are linking. We just had a discussion about this