Yes, you should link to it in some way. You should do that with all of the stuff you're involved with. Your recent "debate" about Trump is a good example; it popped up randomly as a suggested video after I watched something completely unrelated. There was nothing on your channel to direct me there.
Posting a 30-second video every now and again with links to other channels where you are featured would help increase your exposure and that of other people you collaborate with.