This link isn't set up in Ads Editor. You do it in the settings of the Facebook Page itself, inside Meta's own interface.

It's the only step in the process that depends on the client: they authorize the link by signing in to their own Instagram account (you don't need their password).

Meta changes this screen often, so the up-to-date steps are in the Facebook Help Center. Once the accounts are linked, just come back here: your ads can then run on Instagram as usual.