You cannot link the tickets in any meaningful way, and it's exceedingly unlikely that you will be able to check in for the JNB-CPT flight in IAH. Also, if there is a delay somewhere on your itinerary, UA is only responsible for getting you to JNB, and the JNB-CPT carrier may or may not honor your ticket.

As for luggage -- by policy, UA will only interline your baggage on separate tickets to a *A partner. So, if you're flying South African Airways, then, yes, they'll tag the bag through. If you're flying a local discount airline, they will not.