To create a new page, just make a name and surround it with double square brackets like so: A New Page. When you save the page, the link will show up and you can click on it to create the new page.
If you don’t want to use the page’s name as the link text, you can specify your own text by placing a vertical bar | and the link text in the link like so: Linking with different text
For PCs and NPCs in your campaign, the easiest thing is to use the PC/NPC Link Lookup in the sidebar to the right. It’s quite handy! Otherwise, the links behave much like a wiki link, just with a colon at the start.