Can I see my notes in my iCal app?
You can’t see your notes in the calendar app, but if you link or create an event using Agenda, there should be a link in the event in Calendar which brings you straight to the Agenda Note.
I linked a note to a calendar event that I have, but I do not see the link.
Does this mean that I have to create an event and link the note to it?
You can create a note, and then link it to an existing event, or you can create a new event for a note you have. (I believe the second one requires the premium features.)