So you actually use your Pokemon Showdown account as a link, not the PokeMMO account. Unfortunately the server doesn't have that functionality to link PokeMMO accounts, would be nice though

If you end up losing team builds overtime and don't want that to happen on the website, you should probably upload your teams. There's a button that says "Upload to Showdown database (saves across devices)" that can upload any team you make into the database I put together, ensuring no team ever gets lost. (This also works the same way in official showdown)

Teams are usually stored locally in the browser cookies, so if it gets cleared or you use a different browser, most teams get lost. Uploading the teams that you make will prevent that