So I have a wallet with multiple addresses.
Lets say I send a person X coin, can they see what other addresses are linked to that address?
What I am asking is are all addresses within the wallet linked and if that information is available to search.
They are only linked if the addresses sign the same transaction. Meaning if they are used together in the same transaction. However, there is nothing else that will link multiple addresses in the same wallet. All of that information is available to search in blockchain explorers and in the blockchain in general since all transactions are public.
That is a common assumption, but its technically not correct. Its possible that several different people use their respective private keys to sign a single transaction. Mind you Im not talking about multi sig here where a single input is signed by different private keys. A transaction can be partially signed, transfered to someone else who also contributes with one (or more) signatures, etc. until all inputs are signed and the TX is broadcasted. This is also possible without the need of knowing or even trusting eachother. AFAIK only blockchain.info has implemented this feature and calls it "SharedCoin" its also known as "CoinJoin".
Well, it is a bit complicated. Knightdk explained how they interact. However, if you really want to make sure then I suggest that you enable coin control.
If you're using Bitcoin QT: Open settings -> click on wallet tab -> check 'enable coin control features'. This will enable you to control your input when you're sending coins to someone. This means that you can pick from which addresses the coins are going to be taken.
Well, the coins never come "from" an address... /Ultra correct mode off
This is a common way to avoid linking of addresses without using something like CoinJoin, yes. The only problem is that the inputs might not be big enough, which would require some preparation where you e.g. use several inputs to send coins to a new address which in turn is used to send to the other party. Add mixers or similar services as needed.