There's several ways. (Assuming you're in Visual Editor mode) The easiest is to select the text you want to add a link to, click on the little box with the underlined A symbol, click on Link in the drop-down menu. This makes a little box appear under the text you selected. Type in the page name you want to link to, and then click on the page when it appears in the drop-down menu. That'll add a link to the chosen page to your selected text.