1) Properties Toolbar
To make links to another page, or an anchor, make sure that the Properties toolbar is open.

2) Insert Link
On your webpage, highlight the text that you want to link. Click the little folder icon next to the "Link" blank. Then browse to find the page you would like to link to. If you want to link to another page that you did not create yourself (an outside website), simply type the URL (http://something) in the "Link" box.