Link-5 can link up to 5 devices at once, but those devices have to be LINK-5 compatible.
So yes, it has to be a HP Link-5 type mouse and its receiver will connect the Elite 2 keyboard also.
Examples of Link-5 Mouse:
Amazon.com: HP Wireless Mouse X4000 with Laser Sensor (Winter Blue): Computers & Accessories
Amazon.com: HP Link-5 Wireless Comfort Mouse (Graystone): Computers & Accessories
I know the X4000, X5000 and X6000 models are compatible.
Hope it helps.