I have a dataset of companies, where one of the variables is its postcode. I want to link this postcode to a broader geographical unit. I have shapes file that enables me to map such broader geographical units. But I am not sure how I can do the linking. Clearly, the latter has not way of understanding where postcodes are, so it seems the only way to do this is by actually having a file that links every single postcode to the geographical unit of interest (as it seems to be done for ZIP codes for the US, e.g. here and here). Unfortunately, I have not found such dataset for the UK.
Is there another way to produce the link that I am looking for?