Hey DBZKING.
Assuming you're looking at the list of pages under "Chapters & Pages" in My Stuff -> Storygames for your story, you'll find that you can set the links for a page by editing that page. So click the blue icon to the left of any page in the list, and just below the textbox, you should see an "Add Link" button. If you haven't created the page you want to link to yet, use the "Add Link to New Page" button. Hope that helps.