Sorry I misunderstood the question. Different pages for each category templates - alright, how about this:
Simplest way is change the code in the Links template to this:
<?php $link_cat = get_post_meta($post->ID, 'link_cat', true);
wp_list_bookmarks('category=' . $link_cat); ?>
and add a custom field with key:link_cat and category ID in value.
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Another way is to use a shortcode. Place this code:
function bookmarks_shortcode($attrs = array(), $content = null) {
return wp_list_bookmarks($attrs);
}
add_shortcode('bookmarks', 'bookmarks_shortcode');
in the functions.php in theme directory, and add [bookmarks] in the content.
<ul>
[bookmarks category=2]
</ul>
You can use this in any Posts/Pages and Templates.
The same options as the wp_list_bookmarks template tag can be used to control the output.