No version of Pages v5 supports linked Text boxes. As Pages v5 is an entirely different application, the Pages '09 PDF manual is useless.
You may still have Pages '09 v4.3 in /Applications/iWork '09. It has 100+ features that are missing in Pages v5.5.3. I would advise that you continue to use Pages '09 v4.3.
You cannot directly open Pages v5.5.3 documents in Pages '09. Double-clicking a Pages '09 document will open it in Pages v5.5.3. Because of the functionality differences in the Pages versions, if you open a Pages '09 document in Pages v5.5.3, the linked Text boxes, and other unsupported features will be either exorcised, or mangled.