Fugue is an episode of contrapuntal discourse. Outside of musical context it refers to an episode specific to fleeing from one's own identity.
In those genres of music where one instrument is featured, such as concertos and accompanied works for solo instruments, there is always a prelude to the featured instrument. In the case of Bach's Preludes and Fugues, I feel the opposite. The preludes feel like the human voice introduced before it's incorporation into multi-voice discourse.
It is easy to force the connections between each prelude and fugue. I will pick only ONE following the emphasis on harmonic texture of the prelude. What stands out the most is the arrival at a clear D Major harmony in measure 19, and the scalar descend into the lowest bass notes in measure 20. Looking back at the Prelude's harmonic development, measure 19 and 20 (of the Prelude) mark the clear transition into the develpment towards the end. 4 measures at the end, similar to the Prelude, hold the tonic pedal point and end in a rising C Major scale.