This is an interesting question. Short answer, there is no way to see this in solvespace.

Each sketch file contains the shell or mesh for its final group, regardless of weather its defined in that file or many files. So when a file is linked into a sketch, its recorded in the sketch that something is linked, but all entities are treated as a single group and the single shell is combined as indicated for the link group (the final shell).

That's why if A links B and B links C, any updates to C won't appear in A until after you open B and save it again with the updated C.

If you write code, constructing the graph is a matter of opening the top level file and then recursively opening linked files. A python script could probably do this fairly easy and print the tree however you want.

One long sought improvement to solvespace is the ability to load multiple sketches as well as the entire hierarchy of an assembly. But that is a far future change and might never happen.