How do I links pages from the same project together?
When you are linking pages within the same project you should NOT use the link manager. The link manager is for urls that remain unchanged, like www.aol.com. The url for a page in your project will change depending on where you publish it to (to your hard drive, to preview, to your web server etc.).
You should instead use the special "-page-" link type in the link editor.
So, to link to a another page in your project, do this:
1. Click on an item that you want to hold the link and the open the link editor (that is, open the 'Link' tab in the Quick Properties or Object editor if you are placing the link in an object, or open the 'Link Editor' if you are placing the link in text from inside the text editor).
2. In the link editor's 'Link Type' drop list (the list that says "-page-, http://, mailto://, ftp:// etc.") choose "-page-". Once you do this, all the pages in your current project will be listed in your 'url' drop list (the field beside the 'Link Type' drop list).
3. Now, in the url drop list, choose the name of the page that you want to link to (and press 'Ok' if necessary).
When you are testing your project be sure to publish ALL your pages or preview using the "Preview Project" option (the double arrows ">>"). If you don't do that only new one page will be created and your links will end up linking to old pages or non-existent pages.
NOTE: If your pages are in separate project files you cannot use page links to link them. You can use regular links to the final location of the page (e.g. "http://somewhere/page.html" or "./page.html") or you can merge the pages into the same project (e.g. see here)and then use page links.