In order to connect your Stages Link account to Zwift, you must first log into the Zwift website, then go to Profile > Connections. You will be prompted with a list of 3rd party applications to connect to Zwift, select Today's Plan. 

When prompted, select Stages Link , and log in with your Stages Link account information.

If you are logged in to Stages Link on your device, you will be taken directly to an 'Allow' or 'Deny' prompt.