To create a new page, just make a name and surround it with double square brackets like so: A New Page. When you save the page, the link will show up and you can click on it to create the new page. To link to existing pages, use the same double square brackets. For example, here’s a link to this page: Main Page
For PCs and NPCs in your campaign, the easiest thing is to use the PC/NPC Link Lookup in the sidebar to the right. It’s quite handy! Otherwise, the links behave much like a wiki link, just with a colon at the start.