Unless your node is a sandbox, you can do this yourself in the node details. Click your node and open details, scroll down, select network tab. There you can add /link/ as request handler. Don't forget to toggle it to make it active. Just did this myself in our test node.
The answer is you need to file a support ticket in order to proxy /link in your webserver to your application. Only Mendix can do that for you as far as I know, I've had the same trouble with Deeplinks when I first used them. You can go to https://support.mendix.com/ in order to do so..
Hope that helps you out!