On 6.11 (so, using the DW Admin Desktop tool to create related document links), I once had an issue where it seemed like links took a while to show up. No matter how much I refreshed and applied, it took some time and then the link would appear right as I was about to call support.
How long have you been waiting? Have you tried bouncing the DW services on the server (if this is on-premise) or bouncing the whole server? Just to see if the links appear and so you know it is a caching/timing/event queue issue.
And, of course, have you checked the permissions for the result list the link generates? I do not think the links themselves have permissions (I do not see any at a glance, anyway), but I am not sure what happens if the user has access to the file cabinet but not the result list the link leads to.
When we have had things non-visible in the past, at least half the time it was because we had not granted proper permissions somewhere along the long line of things being used...