You should definitively read the Unity manual about prefabs
The prefab acts as a template from which you can create new object instances in the scene.
The purpose of prefabs is to be instantiated into the scene.
When in the Project tab, it acts as a "regular file" and must be independant from any object in any scene (but it can have references from other prefabs also in the Project tab) so as to be reusable in any scene.
The advantage of prefabs is, when you edit the values of one of the and hit "Apply", all the instances in the other scenes will have the new values. (Except if you have already overriden the values of the instance)
You have to instantiate the prefab into your scene so as to be able to link objects of the scene into your prefab. The instantiation and creation of the links to the prefab instance can be done using the inspector, or, at runtime, using code.