Links to other content within your notebook and links to external areas, including documents or web pages, is the webbing that connects your thoughts and notes together.
I created a short video showing the basics of creating links in OneNote. There are additional layers of linking that we can get into in the future, but this video should be the 80% (think 80/20 rule) that you need to be productive with linking notes in OneNote.
Rather than going on and on in this post, I'm going to simply share the video with you. If you like the video, more videos like this will be available in my upcoming OneNote 2016 course, coming in April 2016.