I assume that you're using Oracle and talking about Oracle's DB Link capability? If so, you cannot use the DB Link'd database tables from any Crystal expert. Crystal does not read the Oracle DB Links in a database and expose them in the Database Expert.
If you're using Crystal 9, you can write the query yourself in a SQL Command and use the DB Link using the table@DBLink syntax. If you're using an earlier version, you'd have to use Crystal Query or create a view or stored procedure to access tables through the link.
Adding both databases to Crystal and using Crystal's table linking capability will bypass use of the DBLink. It should work, as long as you don't mind two logins and the fact that any processing will have to happen on the client. Not being able to see the SQL Query text is a result of the linking of the two databases, since Crystal will really query each database separately and then join the results locally, there is no single Select statement to display.
I believe that you will get significantly better performance if you use the Oracle DBLink, either through a SQL Command, Crystal Query, or creation of a view. If you have the Select statement already written, you should be able to paste it into a SQL Command or Crystal Query and use it exactly as you would from SQL*Plus.