I am interested to create mouse (and other) interactions with the VFX graph, but I am not sure how to get started. How do I link the script in VFX? I also noticed that there are no objects in the VFX palette that relate to interaction.
You add a VFX Property Binder compoment to your Visual Effect object. In case of mouse, it would be the pre-made Input/Mouse Property Binding.
Then in your actual VFX you create correct type Parameters to your Blackboard and expose those parameters. When you have correctly set them up and selected those values in the Property Binder in Inspector by their name. The Property binding should show a green box next to the property, indicating that the connection is working. Now you can use the values in your VFX. Remember to run your application with Play button, otherwise those values will not get updated.