Yo have to create the alias in each tnsnames.ora present at the sever network/admin directories
If u are creating database link from ORCL1 to ORCL2. then ,in ORCL1 server machine create a alias in tnsnames.ora to connect to ORCL2. test it by login to the ORCL1 server from the same machine (not from other client) and type SQL> connect scott/tiger@ORCL2. If this works fine then you are able to connect using database link