There are several ways to create links: Markdown, HTML, or keyref-style. I'll recommend the simplest way to create links:

Markdown link pointing to an external site:

[Google](http://google.com)

HTML link pointing to an internal site:

<a href="{{ "/syntax_highlighting" | prepend: site.baseurl }}">Syntax Highlighting</a>

For internal links, it's a best practice to store the link in an internal file so that you can easily update all references to the link.

In this theme, the includes folder contains a linkrefs.html file where the capture tags are stored:

{% capture supported_features %}<a href="{{"/supported_features" | prepend: site.baseurl}}">Supported Features</a>{% endcapture %}

Anything between the capture tags is inserted when you use capture variable.

To insert a link to the above, you would just add this in your content. First put the linksrefs.html include below your frontmatter:

{% include linkrefs.html %}

Then insert the variable from your captured link:

For more information, see {{supported_features}}.

If you ever change the link, all references pointing to Supported Features will automatically be updated. It's also easy to do a find and replace operation looking for "Supported Features".

Folder paths irrelevant

Even though you may group pages into subfolders, when you reference a page, you reference it by the permalink regardless of the subfolder it happens to be in. So even if you have formatting/syntax_highlighting, you link to it with syntax_highlighting instead of formatting/syntax_highlighting because that's the topic's permalink. Jekyll iterates through all pages in the page namespace to locate one that contains the matching permalink.