How to make a comparison table to display two different

Change your conceptual approach: There is no need to "link the workbooks together". Instead, you may want to take data from both and do something with that data. Like, you take USA GDP growth and compare it to employment figures from Mexico - whatever. Mark my words. The job is to "take the data" and "do something with it". Two distinct actions. No mention of "link".

Take the data. You can open several workbooks in one instance of Excel. You can access any of the open workbooks using VBA and read/write to any of its cells as if they were in one workbook. Just specify Workbook, Worksheet, Cell.Address and there you go. To open a workbook programmatically you need to know its exact location: Drive\Path\Name\Extension. But with that same information you can also extract data from a closed workbook. You would use that method if the extraction is a single item, like a column or a sheet, as opposed to evaluations with, say, COUNTIFS or SUMIFS.

Do something. Since your aim is to create a chart you would probably copy the data to a third workbook and minipulate them there. Imagine the third workbook to be the one that contains the code. You open that workbook, click a button and a form opens. On the form you specify two countries (as worksheets) and columns (as data ranges). The code imports the two data sets automatically and creates the charts from them. Then you call up the same form again, specify another pair of columns and get another chart. These charts you might save or print in whatever format you prefer.

As you see, the above is quite an advanced version. The obvious way to start is to copy two columns manually and create a chart. To answer your question more precisely: You don't link the workbooks. Instead you import data from them into a third location.