While in OneNote, a link to another document or website can be inserted onto a page. This can be done in two ways, both of which bring up the Link menu. Either highlight the text you wish to use for the link, right click, and select Link, or simply use the keyboard function CTRL+K.
When the Link menu is open, you can select the location that you wish to link to (under Address) or choose an existing folder or page within OneNote. Click OK, and your link will be inserted onto the page.