Follow these steps to create a new issue type and link type in the Data Center.
Create a new issue type to map with the goal
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Go to Settings → Issues
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Find the Issue types section, select Issues types → Add issue type
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Enter the issue Name and Description
Create a new issue link to map with the goal
This one will mark the relationship between epics and goals. (Jira admin permission is required)
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Go to Settings → Issues
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Find the Issue features section, select Issue linking → Add New Link Type