Can you link a iMac and Macbook pro so you can access the documents on either. Then if you make changes to a document and save them. they save on both documents?

Yes, there are multiple methods to do this. The easiest is to use iCloud to store your documents, when you do this your documents are synced automatically and accessible from either of the machines. You can learn about iCloud by looking over iCloud - Apple.

You can also turn on sharing on both Macs and which allows you to access each machine from the other. For example if you are logged onto the MBP and want to retrieve a document from the iMac you can do that. It's easiest if they are on the same network. Apple explains sharing in How to connect with File Sharing on your Mac - Apple Support

you can share folders between them so one access a dir on the other computer (only when it's turned on of cause)

you can use iCloud drive then they sync the documents same with other cloud services such as onedrive from ms or dropbox