There are multiple types of links that you can create through Joomla. I really need to know what page you are trying to link to so I can help you create the link.
Here are some example in the mean time though.
In the backend of Joomla go to menu/mainmenu through the menu system at the top. Then click the New button in the upper right to create a new link. This will bring you to a large list of link options.
If you are trying to link to a content item that you setup you would select Link - Content Item and click next. The next screen will ask you what item you want it linked to and a few other options. If you wanted to link to a component you would select component from the list and it will then ask you what component you want to link to. If you have a static page that you created outside of Joomla that you want to link to then you would select Link - url and then put in the actual url of the page you are linking to.
There are a couple of visual tutorials here found on Joomla's site for menus:http://help.joomla.org/component/option,com_wrapper/Itemid,253/