I linked a video of me trying to do so. Could you please let me know where I am making a mistake? Thanks!
It looks to me like you are doing everything perfectly HnT.
If you open blender with a terminal are you getting any errors?
I would try to see if another scene can link in (maybe something got corrupted along the way)
Just test it in a fresh file and link in any file that you know is working.
If you’re still having issues it is most likely a bug.
Has it worked before?
I am not sure what you mean when you ask about opening blender with a terminal.Â
I redownloaded the folder and tried to go through the process again but the pillar background still will not link in. I instead tried linking in the pillars from the previous animation exercise and they work perfectly. I assume this means that it is a problem specifically with the  single pillar background but I am not sure how to remedy that.Â
Just had a crazy thought, check that the layer is visible, on both scenes. (the layer might not be visible on the character scene)
But as for opening blender from a terminal/console.
Mac: https://www.youtube.com/watch?v=R4WOyEkyRig
(it needs to be launched from a terminal)
Windows: You go to Window>Console to open it
(I think you can enable/disable it while blender is running)
I had the same issue a few minutes ago. The background objects might be in a different layer than the one that you're working on in the default scene, and after looking at the video, that appears to be the case. Try having a look at the linked in scene and checking what layer the objects are on. When you return to the default scene, set the background scene to the linked in scene and make the layer that the objects are on visible. (For me, the layer that held the background assets was the fifth layer along the top row of the layer buttons)
If that doesn't work, try enabling all of the layers until you find the one with the background in it.
You can also change the layer that the background assets are on by opening the library file and using the M key to move them to another layer (Wayne also mentions the Edit Linked Library addon in the Rivet Jump 1 video which makes that a little easier)
Thank you guys for the help! That was the issue William! I moved rivet to the fifth layer and everything is all together now!