You can link from your immerse content to other pages within your story by following a few simple steps:
Highlight a word in your text that you'd like to link. Select the link button on the editing panel on the left
Select "Page" as the link type from the drop down:
Select the chapter that you want to link to:
Now use the drop down to select whether you want to link to the Surf, Immerse or a bookmark (within the immerse level) of that chapter.
Your link is now in place.
Find out more about creating bookmarks here