Links can be in the form of an image or text. If an image is a link the cursor will turn to a hand when the cursor passes over the image.
Text is a link when the hand appears.
Usually links are underlined in the default blue, but any other color can be set to show a link. When you want to make a link to another page or somewhere else your highlight the text, or click once on the image in Composer. A window like this will open up. Your highlighted text or image name will appear in the window. Click on choose file and a window with your html files will appear.