A nuzlocke tracker is simply a tool used to track Pokemon on your nuzlocke runs, so that you don't forget if you've already caught a Pokemon on a certain location, keep track of the status of whether they have been fainted, alive, or failed to catch, and other reasons. As for how they work, you simply input the data and it just saves it for easy review, simple as that. They're basically notebooks specifically made for nuzlockes.
Although, while the one you have linked appears to be functional and looks really nice, I had a bit of trouble at my end because it was really unresponsive when I first opened it. I'm assuming that that's what you mean by "there should be links where there aren't"? After a bit of waiting while writing this, it seems to function perfectly now, so it probably takes long to load properly. So if you'd like to keep using that, just give it a few minutes to load and refresh a bit. I personally am using Route Chart (which I think has everything 'till gen VII) which I found searching for trackers on the Android Play Store. Alternatively, taking notes may suffice, as I said earlier trackers are basically just notebooks designed for nuzlockes.
