When creating and linking new GPOs, it is almost always at either the Domain level, or an OU-level tier. As you know, there is also the ability to link GPOs to a particular Active Directory site, and so we should cover that in case you ever have the need. This is a little bit trickier than linking GPOs to an OU, because your sites are not visible by default inside GPMC.
Open up GPMC, and attempt to expand the Sites folder. You will notice that nothing is listed there by default. We must manually add the sites that we want to display inside GPMC. Right-click on Sites, and then choose Show Sites.
Now select the sites that you want to display inside GPMC, and click OK:
Now, back at the primary GPMC console screen, you can successfully expand the Sites folder and see all of your sites listed here. You now also have the ability to right-click on a particular site, and choose the Link an Existing GPO... option in order to link a policy to the entire site: