to link them (to share AW cost data), you'll need to have the same user (same email) as admin in each.
but if you don't want to share PPC cost data, or import GA conversions (eCom or goals) into AdW, they needn't be linked.
your GA eCom conversion tracking doesn't need to be linked to AdW. if you properly tag your PPC, it'll record (traffic) in GA and your eCom script on your receipt page will also record (sales) in GA.
when you do link them, it's easier to go back and forth from AdW to GA and back, plus you can import costs into GA and Conversions into AdW.
why don't you link them?