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If a link in a wiki is nothing more or less than any other link on any other HTML page on the web, the linking system within a wiki, and especially DokuWiki, is quite an important feature.
You can create several type of links within DokuWiki, the Links section of the syntax page will give you an example of it. However, here we will distinguish two types of links, the internal link and the external link.
The link syntax is explained within the syntax Links section. The page to pages is explained at pagename and namespaces.
An internal link is a link to a page that is within your own DokuWiki installation. For example, this is an internal link. Creating such a link will of course create an HTML link to the linked page, however it will also inform the linked page that some other page is linking to it. This feature is called backlink. A page that has no backlink is called an orphan.
You can make a link to page in namespace with name page and link to section here using a title like this:
Namespace and section links and title are optional.
[[page]] displays the text "page" for the link.
Note that titles are very desirable when using long page names or long link addresses in general. The title should be human readable. For example, links cannot contain spaces (instead replace white space by underscore), but titles can.
Inside a wiki, the links can be made not only on a page but also on sections. Look at Internal to find out how this is done.
Existing vs non-existing pages
When links are edited, they are checked to see if the linked page exists or not. If the page doesn't exist, the link is given a specific style, i.e. red and underlined in the default template (see also CSS).
External links have no real extra functions as the sites they link to are external. This is an example of an external link.