Teams and Players are automatically linked when there is only one of each per card. When there are multiple players and teams on a card, an extra step has to be done to multi-link after the checklist has been submitted.
Fortunatly when you submit the checklist, you get a preview window before you actuall submit to make sure everything looks right in the first 20 or so rows. At that point, you can cancel, correct your file, and re-upload.
When an individual player doesn't automatically link, either A) there is a typo or B) the player or team has not been given an ID, yet. In the former case, you can edit the offending item and when you submit the change, it will usually auto-link. In the latter, there is an option to "Add New". In that case there is also the option to either create a whole new ID in the database, or link to something that the database shows as a partial match.