Make sure that you provide return-links to your starting page if you have many pages. It makes browsing your site a lot easier. If a visitor clicks on this link, a window will pop up that allows him to send mail to a specified address right away. It's nice to copy some little letterbox from anywhere on the Web to your page and make it an E-mail link. Many people will not use their browser as their mail client and therefore cannot use this function.
Anchors are links within the same document.
If you have long documents, you might wish to give readers the chance to jump back to the top of the text or to jump to footnotes. Then you give the anchor name that you were referring to in the link. This is about all you need for a start. Just use the programs and you will find out a lot more, quickly. Or, if you prefer, you can restrict access so that the list of filenames in your directory is not visible to other users.