To link your components in Zeplin with stories in Storybook, you can go into the Storybook integration page by selecting the “Manage links” option under the settings of the integration.

Zeplin will list all the stories you have on that Storybook instance. The first story will be pre-selected and you'll see its preview, while Zeplin suggests components to be linked to that story if there is any. If the suggestion makes sense, you can just click on the "Approve" button.

If you want to edit the suggested components, or link other components to the story, you can click on the “Edit” button. From there, you can unselect the suggestions, search for any components, select the components that you want to link and click on “Confirm”. This search works through the styleguide you've connected to Storybook, and any linked styleguides to it.