It does not really distinguish between the last two types above, so here's a quick rundown. Note that in this case, I've actually displayed the URL for you to see. That's not at all necessary, since the text on the screen and the tag for the link are separate in the HTML for any page. Look around your browser window and you'll find the URL behind the link displayed somewhere - usually at the bottom of the page. This will give you advance notice where you're headed and, with experience, may save you time from clicking to an undesired site.
Most Web sites have multiple pages.
If I were desiging this site without that pedagogical purpose, I'd split into a separate page here. To link between pages of your site, you can use the same technique as above. It's the safest and will always work. However, there's a shortcut, and you might as well know about it. For example, I now have several Web assignment pages posted here.