The big welcome bonus, VIP program and other room-wide promotions like big races are usually independent of which link you use to create an account, unless otherwise specified.
However, there are offer components exclusive to the affiliate you choose and requiring using their and only their link. The free book offer from 2+2 requires that you download via 2+2's link, preferably using a browser
with cookies cleared (I use a separate clean browser dedicated only to creation of poker accounts
; this way, you'll make sure that there are no conflicting cookies placed on the browser by other affs, without you knowing, when you clicked their banners) and then you also need to make a deposit and input the code 2PLUS2.
The HM offer requires that you DL via their own link, but then the 5 books will be unavailable. You have to choose only one aff link for each poker room you sign up with (some other affs advertise e.g. in the Affiliates/Rakeback subforum) and can't change your choice of an aff for a certain room once the account is created there, so be careful and think which offer you like more.
The cookies and links are needed to decide which aff has brought you to the room and pay them commission for your acquisition (without which such offers as free books are of course impossible - significant money is spent to sustain the forums). Bonus codes are used to double-check the same (or to distinguish between different offers from the same aff, but in our case there's no such confusion).