Most books will give you a chart or table of linking words. They will be grouped according to function. For example, words you can use to 'contrast' ideas, words that can be used to 'add' ideas, etc. Take a group, like 'but' 'however' and 'nevertheless' and write sentences, each time substituting the different word. Then write them here on iTalki for comment. See what people say. You'll see that 'nevertheless' has to be used with more care than 'but' and 'however'. I like pizza but I don't like curry. I like pizza, however I don't like curry. I like pizza nevertheless I don't like curry. People will soon comment on the incorrect use of 'nevertheless' here! You probably already know how to use many linking words. But if you're unsure keep writing sentences on iTalki.