Shift left click to copy, shift right click to paste and link, or shift ctrl right click to paste only. Or you take the material you assigned for the first part from the in project material library, and drag it onto the other parts. These will then also be linked.
You can also select multiple parts in the scene tree, and drag a material from either library onto the selection set. This will pain them all the same material and link them.
You can always unlink using right click > unlink material.
Hope this helps.