That link works for me in my Chrome. Try it again.
They are connected by the number in the upper left of their "box". That same number is used for that person where it is used in other places in the report. Colors won't work either, as with mulitple colors over about 20 to 30 trees will mean going into hardly discernible shadings of the same color.
In the lower right of the EFC screen is a person locator. You can type the last name and see it "jump" to that surname in the person locator list. To the right of that name will be "instances". One of those instances will be the "blood" tree and the other one will be the "in-law" tree.
They obviously cannot be connected by lines. There would be so many lines on each page that the page would look like a system of wires in an electric or telephone panel.
If you choose the option "Include Everyone in My File" in the right panel - you will end up with orphan records that don't connect to anybody else.