That depends what you mean. If it's a technical thing (you want access to data/files that are held on one site from another site using the same operating system user account), then yes, you can go through the file system at the server end. If you want to access data from the front end (using Ajax), then you can use a script from another site to write to your page and the user would have to view the page source in order to clue in.
If, on the other hand, you're talking about links in the ordinary sense, then yes you can put them there and hide them with CSS, but the search engines will spank you severely and send you to bed without supper. Far from being a way for one site to help another, it winds up with both sites being penalised (although, as with most "black hat" operations, it may appear to work for a very short period of time). There is one exception to this rule, and that's if the type of link you want can be covered by a <link> tag in the head of the page (as opposed to an <a> tag in the body). We usually use those tags for things like style sheets, but they have other uses as well. You'll have to do some research to see if they'd be useful to you.