You'll have to go to the band admin page, and find it in the tools. I always forget and have to read when I want to link to Soundclick. They have a spot where you can link to individual song pages, or just put a link to stream.
I hate that little linking tool. I just direct people to the page and usually have the song on at the top of the page so they don't have to look for it.
You dont need to use any link tool.
Just go to your page with all your tunes on it. (not the page that you log in then edit any of the songs etc.)
Then "right click" on the song you want to link to then "copy" then "paste" wherever you want to plank yer song link.