If you are using a word processor or similar tool to make your page, linking features are built-in. If you are writing your own HTML, the syntax to link to another page is very easy to learn. Links are made using the <a> tag; the URL of the page you wish to link to should be placed in the HREF attribute of that tag. Don't worry, simple examples follow.
If the page is in the same folder on your web site, you can use a simple "relative link" to point to it:

<a href="otherpage.html">
This is a link to otherpage.html, in the same folder
</a>

If the page is not in the same folder, but is on the same web site, you can use a path that begins with / to refer to it:
<a href="/foldername/otherpage.html">
This is a link to otherpage.html, in the
folder called foldername
</a>

If the page is on another web site, you must use an "absolute" link. You can make these easily by browsing to the page you wish to link to, then selecting the URL in the "address bar" at the top of the browser window and selecting "copy" from your web browser's edit menu. Here is an example:
<a href="http://www.boutell.com/newfaq/">
For more information, follow this link to
Boutell.Com's WWW FAQ.
</a>

Linking to a file that is not a web page is accomplished in the same way; no special technique is necessary. For example:
<a href="myfile.doc">
This is a link to myfile.doc, a Word document
</a>

You can link to images in this way, if you wish. If your real goal is to make the image part of your page, you will want to use the <img> tag instead:
<p>
This page has an image in it. myimage.jpg is a file
in the same folder as this web page.
</p>
<p>
<img src="myimage.jpg">
</p>

Notice that the src attribute of the img tag works exactly like the href attribute of the a tag.