To make a link to another Wikipedia page (called a wiki link), put it in double square brackets, like this:
which the reader will see, after you save your edit, as this: Sandbox
If you want to link to an article, but display some other text for the link, you can do so by adding the pipe "|" divider (SHIFT + BACKSLASH on English-layout and other keyboards) followed by the alternative name. For example:
[[Queen (band)|Queen]] and [[Queen (chess)|Queen]]
will both display as Queen, but link to very different articles.
You can make a link to a specific section of a page like so:
Please check your links to ensure they point to the correct article. For example, Apple points to the article about the fruit, while Apple Inc. is the title of the article about the computer manufacturer. There are also "disambiguation" pages, which are not articles, but rather pages which contain links to articles with similar titles. Some, such as Apple (disambiguation) are obvious, while others such as Georgia use generic titles. These differing titles are where piped links are especially useful. For example, a wikilink of Georgia (country) is much less readable than a piped link of Georgia, though both take the reader to the same place.
Adding links to an article makes it more useful, but too many links can be distracting. (Lead sections often have more links than other sections of articles.) To avoid too many links, you should normally create a link in an article only where the first occurrence of a word or phrase occurs. And you should not link common words such as "state" and "world", even though Wikipedia has articles for those words, unless these common words are central concepts to the article.
Looking at other Wikipedia articles can help you learn when to add links. You can find a list of high quality articles on the featured articles page.
You can also put the article in a category with others in a related topic. Near the bottom of the article, type [[Category:]], and put the name of the category between the colon and the brackets. For example, [[Category:Wikipedia tutorials]].
It is very important to put in the correct categories so that other people can easily find your work. The best way to find which categories to put in is to look at pages on similar subjects, and check which categories they use. For example, if you write an article about a type of tree, you may look at an article on another type of tree to see which categories could be appropriate.