If you are linking between your own pages, you should do it as on this page. The idea is the same, but inside the A tag, instead of using the complete URL, you use the "relative" URL. In the simplest case, of both pages being in the same folder, you just put the filename inside quotes after the HREF=. If it's in a different folder, you have to get from the one you're in to the other one, remembering that ".." gets rid of the last folder in the chain, putting you in the "parent" folder of the one you were in.
While you are trying these links, look carefully at the full URL, to see how the folder is changing. (The more technical name for a folder is a directory.) Also, notice if the browser shows the URL of the destination as the cursor goes over a link. You will probably want to use the Back button of the browser after trying each link here.
In the same folder, there is the page about links to pages on the Web.
In a sub-folder of the folder containing this page, there is a page just to illustrate linking to these sub-folders or sub-directories.
In the parent folder is the main page for this course.
In another folder (a sub-folder of the parent folder) there is the page on basic HTML tags.