Firstly, realise that you have:
CC's are really a MIDI thing. For the RP-10 you can think of them as being the physical foot-switches and the pedal. By default, the foot pedal is CC 4 and the top five foot-switches are CC 21 to CC 25. (In reality, it's a lot more flexible than that. CC's can be any logical controlling source, such as a sequencer, another MIDI device, etc. But don't worry about that - The above default mapping from the RP-10's physical controls to CC's is all you need for now.)
CC-links are used to map a parameter to a CC that will control it. This is done by assigning a parameter to a CC-link and defining what CC the CC-link uses. So if I want the pedal to control the DSP Master Level, I will assign the DSP Master Level parameter to a CC-link, and define the CC link to use CC-4 (the pedal).
Each program can have up to a maximum of 10 CC links. You can find what they are for the current program by pressing the MIDI button, and going to the "CC Assignments" menu, then moving through the links, 1 to 10.
Obviously, by far the most common configuration is a single CC-link that links one CC to one parameter. However, there are other possibilities...
You can assign the same CC to more than one parameter, by using two or more CC-links. This is commonly used to achieve "morphing"-type effects when you want one parameter, say "Flange Level", increasing when the pedal is depressed, while another parameter, such as "Reverb Level", is decreasing. To do this, you would create two CC-links as follows:
Notice that the Min and Max values are opposite for each of the parameters.
Yet another less common (and probably, less useful) configuration is to assign several CC's to control the one parameter. Again, you do this by using two or more CC-links. For example, say you wanted to be able quickly set a pitch shifter to any of three pitch shift amounts. You might do this by assigning three of the switches, say CC 21, 22, and 23, to the Pitch Shift Amount parameter using three CC-links as follows
Notice that the Min and Max values define the pitch shift for each switch. Also, for each switch, the Max value equals the Min value, so that it the pitch shift amount is the same whether you're toggling the switch on or off.