Coordinating conjunctions are true linking words: they join together words and clauses that are grammatically parallel. Modern English examples are and, or and but. Subordinating conjunctions introduce subordinate clauses: they are "linking words" in the sense that they signal the relationship between the subordinate and the principal clause. Modern English examples are when, where, although, and as. Correlative conjunctions come in pairs: either . . . or, both . . . and and so forth.
Because subordinating conjuctions are the ones most likely to cause problems, this exercise concentrates on them.