This means when a new link is created, the actual Rhapsody file is updated to store this link information, and the change is checked-into a change set and delivered to the corresponding SCM stream (i.e. link information is not stored in LDX in this scenario).

Thus you can create new links when the global or local configuration is backed by an SCM stream, however if the RMM configuration is a snapshot (which is a set of baselines on each SCM component), then the link cannot be created as changes cannot be delivered to a baseline (likewise links cannot be removed). This is what is meant by the message: "you cannot create OSLC link to immutable GC context". For many customers, this is desirable behavior, since the intent of creating a snapshot means everything remains immutable, and preserved at the time of creating the snapshot (it may be confusing to have links added/removed against a snapshot).

If links absolutely need to be updated (added/removed),  you can create a new stream from a snapshot (ex: in the EWM Eclipse client, right-click a snapshot and select 'New' --> 'Stream from Snapshot'), then link modifications can occur. Then if it's desirable to have a snapshot again (to avoid further changes), a new snapshot would have to be taken (and set as the new GC configuration).