When they want me to show evidence of the theme and then they want me to link that evidence. What are they looking for?

The poem is narrated by a man who loved a girl who died young. Thus, the poem's main theme is love. Depending on one's reading of the poem, one could interpret the narrator's devotion to Annabel Lee, even in death, as romantic, or as morbid and unhealthy.
In the first stanza, the narrator gives us an idealized and insular portrait of his romance with Annabel Lee:

It was many and many a year ago,
In a kingdom by the sea,
That a maiden there lived whom you may know
By the name of Annabel Lee;
And this maiden she lived with no other thought
Than to love and be loved by me.

I would focus on the last two lines: "no other thought / Than to love and be loved by me." This gives the impression of something obsessive between the two. However, because we only have the narrator's version of events, we do not know if this love obsession was mutual. Thus, obsession is another theme and you can use portions of the poem to explore that as well.

The narrator is in a struggle—in his own mind—between supernatural forces who have deprived him of Annabel Lee out of presumed jealousy, and elements of the natural world that remind him of her. The theme of obsession is repeated in the final stanza:


For the moon never beams, without bringing me dreams
Of the beautiful Annabel Lee;
And the stars never rise, but I feel the bright eyes
Of the beautiful Annabel Lee;
And so, all the night-tide, I lie down by the side
Of my darling—my darling—my life and my bride,
In her sepulchre there by the sea—
In her tomb by the sounding sea.
https://www.poetryfoundation.org/poems/44885/annabel-lee