What do you call these corridors that link two buildings? Is there a name for it? I am wondering if it's just called a bridge or if there's a specific name to these types of corridors.
That could be called a "skyway". Wikipedia says:
A skyway, skybridge, or skywalk is a type of pedway consisting of an enclosed or covered footbridge between two or more buildings in an urban area.
I found that word by typing "bridge between two buildings" into a search engine.
The picture shows the Petronas Twin Towers in Malaysia, and they specifically refer to it as the "Skybridge", see https://www.petronastwintowers.com.my/design-and-structures/
A famous bridge connecting 2 buildings in Venice, Italy, is called the "Bridge of Sighs". There's another similar bridge in Cambridge, UK, also called the "Bridge of Sighs". https://en.wikipedia.org/wiki/Bridge_of_Sighs_(disambiguation)
I guess it's such a rare architectural feature that there's no generic term for it.