Use the <xref> element as shown:
where id is the ID of the chapter or section that you want to create a link to. Notice that capitalization of the ID is not significant.
Here's an example that creates a link to a section title.
<s1 id=colorpalettes>Desktop Color Palettes . . . To learn how to change the colors used on your desktop, refer to <xref colorpalettes>.
The section title replaces the <xref> element. The title is a hyperlink, designated by an underline. This is how the sentence would appear in a help volume.