So after looking in game and doing some searches online it seems that account linking is no longer possible nor supported in the current version of the game. (since January 2015)
Here's an excerpt from a Steam Community post which explains the situation:
...As of January 2015, the "Replace" function is no longer working. This may be a side effect of a migration bug, which was never fixed. Please do not use this guide if you're trying to replace your current Steam account with a browser account. This is no longer possible. (Emphasis mine)
Note that the guide proposes a method of registering your Steam account for continuing play in the browser from Steam.