I’ve been using OneNote for years, but this eluded me throughout all of that time:
You can easily link to pages in the same notebook by just typing [[Page Name]]
.
OneNote will auto-link and remove the square brackets if it finds a match, or underline with a dotted line and create a new page if you click through.
So far I haven’t found a way to link across different sets of subpages, but this is handy enough.