Put a page's name in double square brackets to link it. Capital letters and spaces don't matter, so [[plasma rifle]] and [[Plasma Rifle]] reach the same page.
[[Plasma Rifle]]links to the page and shows its name.[[Plasma Rifle|the rifle]]links to the page but shows "the rifle"
A link to a page that doesn't exist yet is highlighted in red. Clicking it opens the editor so you can write that page. Once the page is saved, every link to it turns into a normal link automatically.
Links only work within the same wiki. To link to another website, use [text](https://example.com).