Obdlink and other similar EOBD/OBD2 programs are nice when you only want to work on the engine and/or automatic gearbox. You cannot do anything with the Abs, Airbag, Airco, etc. It gives you access to a limited set of data and trouble codes which are all emission related.
If you want more - more possibilities (actuator test, clear service reminder), more systems or more data - you would have to buy extensions or go for more professional equipment.