Nintendo, to the best of my knowledge, doesn't tend to do much in the way of direct sequels to first party games. Zelda II back in the NES days was, and there's a DS Zelda that's a sequel to Wind Waker for the GameCube, but it's pretty rare for Nintendo. Most of them are like Metroid, or all the other Zelda titles, where each game is like a self-contained episode.