In order for you to link your Blog with Adsense, you must have an established blog which has been running for several months already with dozens of posts which contain plenty of quality content apart from meeting all requirements established by the program. The option to link with AdSense will automatically appear and take you to the set up process.
These options become available differently to people depending from which country they reside in. People from countries like India, due to the volume of applicants or other requirements, tend to wait more and as much as a year in order to get an AdSense account. If the option to link is not working, your blog simply does not qualify to be set up with AdSense through the monetization settings at this time. Google has also stated that even when it comes to payment handling, it is also something that affects how they handle accounts. However, if you feel like you meet all the above and 6 months to a year have already gone by, your best option is to contact Google AdSense through their support forum.