First, label the destination of the link. The old way to label the destination of the link was with an anchor using the NAME attribute. For example:
<h2><a name="section2">Section 2: Beyond Introductions</a></h2>

The modern way to label the destination of the link is with an ID attribute. For example:
<h2 id="section2">Section 2: Beyond Introductions</h2>

Second, link to the labeled destination. The URL is the URL of the document, with "#" and the value of the NAME or ID attribute appended. Continuing the above examples, elsewhere in the same document you could use:
<a href="#section2">go to Section 2</a>

Similarly, in another document you could use:
<a href="thesis.html#section2">go to Section 2 of my thesis</a>