Most of the time, you'll be linking from one passage to another. The easiest way to do this is to put the name of the passage you're linking to in between two square brackets, [[like this]]. This will turn the passage name into a clickable link.

However, you may also want to have the text shown on the page be different from the passage name. For example, you might have two ways to reach a passage, or you may not want to give away the name of the destination. In these cases, you can write this:

In these examples, the clickable text will say “Open the cage door,” but the link will lead to a passage named Devoured by Lions. Any of these formats will work; use whichever is the easiest to remember.

The above examples work in Harlowe, Snowman, and SugarCube.

(Harlowe documentation on link markup.)