Drewstre,
I don't think you can use a relative path in the Resource Editor. The resource has to be linked directly to it's location when you choose it during the add resource process.
Then you need to but the relative path in the Composition Settings - Advanced tab Search Paths but you don't need the ./ just the name of the sub folder. In your case just Links.
Here is an excerpt that helps explain it from the following link: https://forums.pti.com/topic/1198-relative-file-paths/#comment-4810
That's not entirely true. If you merely want to reference resources in a subfolder of your template folder, all you need to do is type that folder's name in the "Search Path" box on the Advanced tab of the Composition Settings dialog. Not a relative path with dots and slashes and such, just the folder name, i.e. "RESOURCES". That's all you need. Then any calls to file names in functions like CreateResource will automatically search that folder. The key here is that "RESOURCES" is a relative path; it's the same as "./RESOURCES" (or ".\RESOURCES", or even ":RESOURCES" in the old HFS-style specification on Mac).
You can also type other relative path specifications in the "Search Path" box. For instance, typing "../RESOURCES" there will reference a folder that's a sibling of your template folder. And ".." will reference the parent folder of your template folder.
Note also that you can enter multiple paths in the "Search Path" box, using semicolons to delimit them. So you can type something like "Graphics;../Graphics;../data" and all of those folders will be searched, in order (after the input and format/template file folders, which are always searched first, as I noted in my previous post).
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Hope this helps.