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Site-link is really a nice extension to the DX Gateway's offering. Let me simplify it.
Reference: https://aws.amazon.com/blogs/networking-and-content-delivery/introducing-aws-direct-connect-sitelink/ — I Can't Recommend this more, this is a very very nice read.

Few Important Points
- AWS Direct Connect Site Link is a private connection between your on-premises network and your AWS Direct Connect location.
- Site Link provides high bandwidth and low latency connection between your on-premises network and AWS.
- Site Link uses industry standard 802.1q VLANs to provide a secure connection between your on-premises network and AWS.
- Site Link is available in 1 Gbps and 10 Gbps speeds.
- You can use Site Link to connect to multiple AWS Direct Connect locations.
- The site Link is available in all AWS Regions.
Problem — I want to connect my two Data-Centres to Direct Connect Gateway through AWS Backbone.
Let's see a reference Architecture