Steam:

There is no need to link your game profile manually if you play on Steam platform. It automatically connects to your Steam account when you download the game.

You can additionally save your progress using MY.GAMES account:

Open the game Settings menu (gear icon in the top right corner of the hangar screen) -> General/Authentication -> Save progress (using server authorization). You’ll be redirected to the Server Authorization account login window. Sign Up and tap "Continue". After that you’ll be redirected back to the game.

MY.GAMES Launcher:

Your progress is automatically saved on your MY.GAMES account.