I don't see any way in game to link my console account. Elswhere in the Web site, it indicated that to claim my cupon, I need to link my console account in-game. How do I do so?

Try this video
https://www.youtube.com/watch?v=2I9KDz1Cot8&t=133s

in your 'character' status page either hit triangle or Y to put in your email for your account. you can also do it within the account section of the site now I believe. be aware if you stream as if you do hit that button it will show your email.