New versions are released every two weeks and three times a year a unified overview post is released. I'll start the thread with recent updates but you can find older stuff here.
This release contains fixes for long-standing issues related to terminal emulation in Cargo commands output. Also, now the plugin provides web references in string literals.
Improved "Inline function" refactoring: new names for bindings to avoid shadowing, simple arguments inlining, better handling of nested calls, and destructuring assignments.
Build scripts evaluation now uses the –keep-going Cargo option to build/execute as much as possible even if some build scripts or proc-macros are broken.
redundant_semicolons inspection and fix.
More function attribute completions
Another bunch of significant performance Improvements for name resolution and type inference.
I'm afraid that I don't know of any universal mechanism to link files in comments. The closest thing that comes to my mind is rustdoc's intra links, though it's not properly supported by IntelliJ-Rust yet - here's the tracking issue:
Vitaly Bragilevsky wrote a blog post about the newly stabilized support for build script evaluation in IntelliJ Rust: what are build scripts, why are they important for IDEs, a high-level overview of the new feature's implementation, and some usage examples: