You do not need to set it exactly that way, but there are Set Building rules that are explained in the Wiki
here
Only one building in the set needs a road connection to the main hall. It can be any of the buildings in that Set. All other buildings in the same set are connected via that one building as long as at least one square of the buildings touch one another; touching corners do not count. In order to get the link bonuses, you need one unique set building touching the building.
Ex: To get all 4 link bonuses on the Main Docks, you need to arrange them so that one of each of the other four Air Traders set buildings touches the Main Docks. Any of those 5 buildings can touch the road and provide the needed connection to the Main Hall. If you only have 1 of the other buildings touching, you'll only get the first link bonus; 2 of the other buildings touching and you'll get 2 link bonus, etc.
You'll need to play around with the placement in a way that fits the space you have in order to get the maximum possible link bonuses activated on all of your buildings.