You can do it by using Sphinx references.

Put this before the heading you'd like to link to:
````rst
.. _book-doctrine-generate-entities:
````
Now you have created a reference in the docs with the name `book-doctrine-generate-entities`.

Now you can link to it from here using the `:ref:` role:
````rst
For more details see ":ref:`book-doctrine-entities`"
````