How to link a call behavior action pin with the Activity Parameter Node that it represents

To link model with another model, you can use Transit for it.
By default when we generate Activity from Action the Transit is already created.

This is original activity diagram
Screenshot1
Using popup to create Activity
Screenshot2
Activity is generated
Screenshot3
Transit is already created
Screenshot4

About checking Activity Parameter Nodes should visualize on the Action based.
It is not yet available in Visual Paradigm by default.
However, you can develop a Plugin via Open API for this purpose.

Below are some references that can help you to develop the Plugin:

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