Jekyll uses Markdown-formatted links, but how can I link to internal content?
[[link]]
For pages, they decided not to add a page_url tag because you'd have to know the path of the page anyway. So you just have to link to it manually:
[My page](/path/to/page.html)
Or you can do something big and ugly like this if you want to programatically get the title of the page:
{% for page in site.pages %}
{% if page.url == '/path/to/page.html' %}
[{{ page.title }}]({{ page.url }})
{% endif %}
{% endfor %}