Not at all. Nav Link Proxy is something you can create all types of links between nav meshs. You could place it next to a door to make the AI aware of it, you can make the AI jump off a ledge or jump onto something.
Here is an example:
You use those for all none directly connected surfaces in your nav mesh. Take another look at the content examples. If you keep having issues with this give me a heads up and I will look what I can do to provide an example.