Setting up the FAF client is very easy and FAF itself requires almost no setup after it has been installed.
As a general rule, you do not need any external links to mods or enhancements! The reason for this is: The FAF client automatically manages all mods and maps for you! So you simply need to consult the Map & Mod Vault.
There are also some mods integrated directly into FAF, which can be found here.
Steam link/GOG link can be thought of as a one-time verification tool that allows us to make sure you own a legal copy of the game Supreme Commander: Forged Alliance. Verification using either Steam link or GOG link is required to demonstrate proof of ownership (for legal reasons, as well as to reduce smurfing). However, if you own a retail version of the game, but don't have it on Steam or GOG, you should be able to use your CD key to redeem a licence on Steam for free. Alternatively, if you don't own the game or need a new copy, you can purchase it via Steam or GOG to play on FAF. If you own the GOG version of the game, you can follow these linked instructions. Alternatively, once you have the game (Supreme Commander: Forged Alliance) in your Steam library, you can link your account to Steam (your Steam profile and games list will temporarily need to be set to public for this to work, but you can hide them again afterwards). If you have concerns about this process, you can read the technical explanation of why it's safe, and you can also note that FAF has an active community that can answer questions, FAF has existed for over a decade, FAF has had hundreds of thousands of users, and the FAF Association is a non-profit organization.
Common solutions to problems setting up Steam link:
Double check that you used the correct Steam account that owns the game (and that you didn't automatically log in to the wrong account)
Double check that you set both the Steam profile and its games list to public (make sure you check both)
Double check that the game Supreme Commander: Forged Alliance (it must include Forged Alliance in the game name) is in the correct Steam library and owned by the correct Steam account
Log out and then log back in with both your FAF account and your Steam account
If you already completed the Steam link process, make sure that you log in to the FAF account that you made the Steam link with (and not a different one that you made but didn't make the Steam link with)
All other mods can be found in the mod vault, and can be used according to preference.