Are electronic casino games linked together?

There are different types of games. Multi-player games require a network connection, but that would best be a Local Area Network (LAN) rather than the Internet.

You wrote “jackpot”, which to me implies slot-machine-type games. Those can have local (computerized) logic that determines win/loss/jackpot, requiring no network connection, but I expect they use LAN connections to report status and conditions that require attention to a central office.

Here is a summary article about related topics.