To link your ICICI Demat account to ICICI Direct, you need to log in to your ICICI Direct account and click on the 'My Account' tab. Under the 'My Account' tab, click on the 'Demat' link. You will be asked to enter your Demat account details. Once you have entered the required details, click on the 'Submit' button. Your ICICI Demat account will then be linked to your ICICI Direct account.