I don't believe you can link more than one door to teleport to another that's already existing.
The Oblivion gates, doors to Oblivion tunnels, and the Tower doors are special cases with random destinations, Each one is linked to a "leveled list"-like choice of multiple destinations, and the gate remembers its choice in the save game, so the endpoints remain linked (until the gate is closed and thus becomes unusable again, and the linkages inside the random world can be reset). At any point the doors are connected in pairs, but the linkage is dynamic for the random doors, and not hooked together in the editor (except for the lists of candidates). The target world for a Gate is decided when you use it, not when the Gate spawns, so you can have the 50 open gates leading to only seven random worlds, as long as you keep closing them as you enter. If you go in, link the Gate to a world and come out, that random world is no longer a valid choice for the next gate, and you can run out of choices. The game will then unlink the oldest, IIRC.
Unlike the other leveled lists, however, there's no OBSE way of dynamically adding to those lists. I wanted to have a random Sigil Tower in a custom Oblivion World, and couldn't because of this. A static edit would have been overridden by any other mod attempting the same thing, so I left it out. But having said that, it's not needed just to have a new Oblivion Gate lead to an existing Random world, only to add a new world to the random list.
Placing a new Oblivion Gate should be enough, but you need to pick the right one. Some of the available gates have fixed targets. Also note that it's usual for there to be another object, such as a large rock, in the space that the gate occupies, and you need to link up a number of enable parent connections to make it all work properly. The script that's already on the base object for the gate provides for the random spawn and maximum gates open limit, as well as the destruction of the gate when you take the Sigil Stone.
Ignore what the wiki says about regular doors. The destination list is already there, and you don't want to try to override it. Just place the gate, the rock or whatever to hide its location, and connect all the enable parents by looking at another random gate's links as a model. You should also place a map marker, as they're a discoverable place that goes on your map.