When Confluence and Jira instances are in the same site (they share the same base URL, e.g. yourname.atlassian.net/wiki and yourname.atlassian.net/jira), they are automatically linked.
You can verify this by selecting any piece of text on any Confluence page. The option ➕ Create issue should appear next to 💬 Comment.
If this is not the case, they can still be manually linked.
This is also useful if you want to link more than one Jira site to Confluence!
- Log in to Confluence with a Site Admin role
- Go to Configuration (⚙️) > Application Links
- Click Create link
- In the field Application URL, paste the base URL to your Jira Cloud instance
- Click Continue
- You will be directed to the Jira instance to create an incoming link (it might be necessary to re-authenticate with a Jira Site Admin role)
Once everything is confirmed, the application link is shown in the overview.
If you would like to add a second Jira instance, repeat above steps.
More information on this topic can be found here: https://support.atlassian.com/jira-cloud-administration/docs/use-applinks-to-link-to-atlassian-products/.