Hi Maria,
To get to "Links" and "Database" you need first to click on "More" like you mentioned. I recall on the previous Yahoo format the categories seemed more prominent. I belong to a hand full of Yahoo groups and there seems to be much less activity in these areas than previously but it might be a sign of the times rather than the new format. . The ads in the middle of the conversations are also pretty annoying.
Not meant to run down Yahoo Groups as it is a "gift horse"
Jon