After you take the link, the two Joes will disappear, and so will the diner. Better get outside; you don't need to run, but there's nothing else to do here, so let's just go.
Madeline takes you back to the portal, where the Countess, now free from the geas that made her kill people, is ... well, not getting saner, that's for sure.
In fact, now that she has free will, she goes back through the portal to get Charles, who used her to kill people. He's in terrible danger, and even if you don't care about him particularly, there's everyone else in the city to worry about too.
After you return to your apartment, go to the Meltzer Foundation (it's the only location on your map now) to follow the Countess.