First set a copy of your file(s) aside. Back up every few hours while you are transitioning.
"think I have lost ALL of my links."
What do you mean and where did you lose them (in your relational graph as table missing, in External Data Sources)? Are the files served? What do you mean 'should they have transferred with the files'? When you go to File > Manage Database > Tables tab and under Details column, does it show records exist? Do you have one file or several?
Please provide more information.
Sounds like you have each table in a different file, Correct?