MadiaWiki uses unique method to link the internal pages. You will have to know exact title of the page in order to link it properly.
Lets try to create link to some of the wiki pages
For example, this one

To link it properly, you will use this syntax

[[JomSocial User Object|title for our internal link]]

It will be shown like this
title for our internal link

You can also use the simpler syntax

[[JomSocial User Object]]

which will lead to a same page and will be displayed like this JomSocial User Object but try to avoid single name formating as it can potentially limit us in the future
For example, look at the Photos & Videos Documentation and notice how we have two menus with same name Frontend Moderation Options which both leads to different location
Mediawiki understand web links, as you might noticed already. If you need to paste web link, you can freely do it. Also, you may do it like this

[ Link to JomSocial Site]

and this will give you
Link to JomSocial Site