This article is from the Star Trek Tech FAQ, by Joshua Bell inexorabletash@hotmail.com with numerous contributions by others.
According to the TNG Tech Manual, there are four primary Holodecks and
a number of personal ones. They could indeed be linked, but part of
the fun of a Holodeck is the interaction with other people, knowing
that they are real.
These do exist on Deep Space 9 in Quark's Bar, and are called
holosuites. Some are quite small ("A Man Alone" [DS9]), others large
enough for a number of people ("Blood Oath" [DS9]).
 
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