That sheet has pedal markings. It's OT, but I think the topic is now answered, so I am surprised as I have read elsewhere not to pedal Bach. I never pedal this Prelude but do hold the LH notes, and legato the RH notes. What do the experts say?
There is the entire canon of Baroque music plus this prelude to consider. Hmm, exaggerating a bit but I think this piece causes big problems because it sounds crazily beautiful with the pedal but Bach had no instruments that had a pedal so it could never have been played that way. Of course, to take that further, this was fully romanticized by Gounod in his Ave Maria.
This was one of the first pieces I studied when taking lessons; but it wasn't my usual teacher I studied this with (summer lessons - take your pick.) Anyway, what he said was - you can play it like "that" (pedaled) but I won't let you move on until you can also play it in a more baroque (no pedal) style. And then he played me Glenn Gould's version - which he said I would probably hate - as reference.
So, there you go. Play around with it but a more authentic performance is almost certainly quite fast and much less legato.