You did read that. You do not have to wait for AOR. You can try as soon as you want. I was able to link a week before AOR, about two weeks after they received my application. You might drive yourself a bit batty trying this early, but there's nothing wrong or harmful about trying, and it IS possible to link it before AOR. There are a lot of threads that contain info on tricks to use for linking if it's not working after a reasonable period of time, can't recall specifically where offhand but a typical place to find those is in the monthly application threads. The most common tips are to leave the passport info stuff blank, put a space for the city of birth, and to alter the number of people on the application (I linked with choosing one for the number of people on the application even though I have a dependent) or the marital status (some people link with putting single even though they're married, etc.)
Not sure why people like to tell others not to even try, as there's absolutely NO harm in doing so.
The sponsor should get it. It's good to check both emails, though. We're in the background check stage and my husband, who is the applicant, hasn't received a single email about anything. They've all come to me.