To enable the sitelink object to serve, you need to connect the sitelink to an ad group or campaign via the sharedsitelinksetting API, as described in Shared SiteLink Setting.
There is one sharedsitelinksetting object per connection. For example: If you wish to make a sitelink for your order page, and attach it to 2 adgroups and 3 campaigns, you would first create the sitelink and then create 5 sharedsitelinksetting.
You can’t have more than one sitelink in sharedsitelinksetting, i.e., it can’t hold a set.
Because there are no containers, filtering on a GET sharedsitelinksetting call is the easiest way to find what is connected to what.