Activity Notes, Tasks and Calendar Events that are created from outside of the Opportunities module can be linked manually to opportunities.
Emails received and transferred to Legrand CRM can also be linked to opportunities by choosing the option [Export to Legrand CRM \ Assign Manually]
If you want Activity Notes, Tasks and Calendar Events to be automatically linked to the opportunity they need to be created from within the opportunity module from either the drop down arrow to the left of the words Opportunity Detail or by either a right click in the list of data underneath the tabs Calendar Event, Activity Notes or Tasks.
eg. for an activity note
Click on the Opportunities drop down
For a Calendar event
Naturally if the Tasks tab is selected and you right click underneath then it will be adding a Task.