In order to link the Membership to a Gift, you must already have saved a Gift mapping as well as a Membership mapping.  With both of those mappings in place, you can create the mapping for the Gift Link.

While both fields on this mapping are required, you have the option for the Applied Amount to be either a Source Field or a Default Field.  For the Import/Linked With, you can only select the name of a Gift Mapping from the dropdown menu.