Nintendo never made a real cable to do this... but it was possible to splice up your own custom cable with a bit of know-how and some ingenuity.
I have two such GBA Micro-to-GameCube cables that are in great condition, but no longer in use.
If you would like one sent to you for free, post here and use private message to send me your mailing address. Priority goes to people who are active on the forums and/or that I recognize who you are.
The number of people who own/enjoy GBA Micro consoles and still have any interest in using the GameCube link feature seems obscenely small by now. Figured this would be the best place to find a fan who might enjoy them.
Cheers,