My teacher keeps talking about linking back to the question - how do I do this in an essay?

Linking back to the question is one of the most important parts of an essay - At A Level, it's what will push you up into the higher grade brackets. The easiest way to do this, is to literally copy out parts of the question at the end of each paragraph. What is even more important to make sure that in doing this, you are linking your argument to the question and explaining how it answers the question you've been asked.
For example, if you took the question ‘In 1776, Britain had reason to be fully confident of military success against the American colonies’ from one of the 2018 AQA A Level papers, at the end of each paragraph, you should say something along the lines of "Therefore, this proves that Britain had every reason to be fully confident of military success against the American colonies," if that's the way you were answering the question. It might seem a bit simplistic, but it makes it clear to the examiner where you are in that particular paragraph and is also another way of restating your argument in simpler terms. If you want to take linking back to another level, try adding nuanced vocabulary like "this proves to a substantial degree" etc. This will boost your mark even further! Sometimes it's easy to forget the link since it's just a sentence at the end of each paragraph - I'd recommend writing a small reminder next to the question on your exam paper so every time you look at it, you'll be reminded.