An increasing number of researchers in the social sciences use digital trace data to answer a variety of research questions. While these data have certain advantages over survey data, such as being less influenced by social desirability, they also have their own limitations, including a lack of information about individuals or relevant outcome variables. Linking surveys and digital trace data is an approach that allows for combining the unique strengths of these two data types and addressing their respective limitations. This guide provides an introduction to this approach that holds great potential for research in the social sciences. After providing a definition of digital trace data and briefly presenting their key strengths as well as notable limitations, different ways of accessing digital trace data are discussed as they determine how these data can be linked with survey data. Following this, different ways of linking surveys and digital trace data are introduced and compared. The guide then also addresses ethical considerations for working with linked survey and digital trace data as well as things that need to be considered for sharing and archiving these data. While finding the best solutions for linking surveys and digital trace data always depends on the specific kinds of data and the research interest, this document is meant to provide some general guidance for researchers who want to combine these two data types.