seems like you want create invoice and then link to sale order, which is not a good practice, Even though if invoice is created from external source like magento, prestashop etc. in such cases add event or observer on external app and call invoice create from SO.

Still you can achieve this by script that'll update invoice_ids from sale order {'invoice_ids':[(4, invoice_id)]}

Hi,

If you create sale order and  the invoice, Then to link the invoice with the sales, you can add the id's of the invoices you have created to the field name invoice_ids in sale.order model.  This is a many2many field.

Thanks