All I can find online is cohesion and coherence for paragraphs. But in a essay how can I link all the paragraphs. Any good methods for the university level. It would be great if I can find an annotated example essay for understanding this.
In academic and persuasive writing, what you're referring to are often called segues or transitions. They are not used solely to link paragraphs, but any shift in ideas, even within a single paragraph. This is a pretty helpful summary of what transitions are and how they're typically used.
How I've used transitions in the past is reserving the last sentence of each content paragraph for setting up my next bit of evidence or argument. The ideas in your paragraphs do not have to be closely related for this to work, you can use the contrast of the ideas as your segue, or use a third concept to bridge the gap between them, so long as that third thing is previously established in your paper and previously linked to one of the two ideas you're trying to connect in your transition.
Lastly, coherence can be derived simply by organizing the paper so that arguments "flow" more naturally, with earlier ideas laying the foundation for later ones. This is something you can work out while writing, but it's often easier to do after finishing a rough draft.