Creating a link-o-loon arch is really quite easy. All you have to do is tying one balloon to each other, using the "tails" that are the characteristic feature of these balloons. Have a look at these graphics and instructions how to tie the special link-o-loon knot.
If you do a search for "link-o-loon arch instructions" at eBay, you will find link-o-loons at good prices with instructions included in the set.