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It turns out that Link is one of Kevin's favourite videogame characters and he and Zelda actually guest starred in 4 episodes altogether during the second series of the show. They were voiced by the same people from the original Zelda cartoon but their appearances were slightly different due to them being several years older. Zelda is now Hyrule's ruler and they also have all three Triforces rather than just two. The episode synopsises are below along with a few screenshots. Unfortunately I've been unable to get hold of anything high quality as these are captured from youtube or old videos.
Most information, including some of the episode guides and screenshots are courtesy of The Unofficial Captain N Homepage.
16. Quest For the Potion of Power
Bad things are starting to happen in Hyrule so Zelda calls the Palace of Power and Simon answers. Zelda asks for Captain N so he and GameBoy go to Hyrule where Zelda and Link tell them of a rumour that someone is trying to find a potion that will revive Ganon. Mother Brain then demands King Hippo and Eggplant Wizard also recover the potion. After searching through se4veral dungeons the gang are about to recover the potion but they are distracted by Ironknuckle and King Hippo and Eggplant Wizard manage to steal it. Ganon then requests the potion and is revived back to his old self but Link and Captain N manage to defeat him by deflecting his magic against him.
20. Once Upon a Time Machine
While on a picnic on Hyrule, Kevin's Power Pad and Zapper are stolen. Kevin and Link follow the thieves through a warp zone. They end up going through time to the Wild West with a cat named Pero who is trying to get back to his own time. T he thieves are using Kevin's weapons to power their time machine. Kevin eventually gets them back. He and Link return to Hyrule, leaving Pero to get back to his own time on his own.
22. Having A Ball
Mother Brain fires King Hippo and Eggplant Wizard for failing to steal the Triforce from Hyrule. Meanwhile, Lana decides to throw a royal ball just for the sake of having fun. While Link and Zelda are at the ball, King Hippo and Eggplant Wizard steal the Triforce for themselves and use it against Mother Brain. They drop one, which the N Team finds. Zelda grows weak because the pieces are separated. The N Team finally gets all three pieces back, and Zelda recovers. Mother Brain rehires King Hippo and Eggplant Wizard and continues to mistreat them.
23. The Trojan Dragon
Dragons steal the Palace's Sun Stone to hatch the legendary Golden Dragon, which will become a mighty warrior. While Gameboy keeps the Palace's systems running, the rest of the N Team goes to Dragon's Den. In order to sneak in, they construct a giant wooden dragon with Link and Zelda's help. When Dragon Lord discovers them, he places the Cursed Necklace on Simon, which will draw the Golden Dragon to him when it hatches. Lana uses magic fairy water to remove it, and Simon places the Cursed Necklace on Dragon Lord. Dragon Lord removes the necklace with the fairy water and throws it at the Golden Dragon, destroying it. Simon catches the Sun Stone, and they take it back to the Palace.
