You can't modify the behavior of the select row column.
Recommended Action
Specify an action button in the upper-right area (where "Close" is in your images) with a button to link/unlink, and use the selection column to allow the user to select which rows are affected by the action. This is the preferred, default mode to Lightning, and will prevent a consistent user interface compared to the rest of Lightning.
Original Design
If you insist on sticking with your original design, you're going to have to write your own Lightning Data Table. There's no way to present a checkbox column at this point in lightning:datatable, nor can you alter the behavior of the checkbox column other than to hide/show it.
Even after all that, I would still advise against using a label like "Link/Unlink", as it's not an intuitive UX. Does checked mean it's linked? Unlinked? Going to be toggled from one to the other? Choose one word, either Linked or Unlinked, and make the behavior match the label; if it's Link and a row is checked, the record is Linked, and if the label is Unlink and a row is checked, it is Unlinked.