Roughly, follow this procedure:

Create A Link

Find a page you want to link from, edit it, and put the desired page name in link brackets e.g.

[[My New Page Title]]

Think about the title as it will appear on the page itself, not as it should be in a link. If you want to change the link text, you can do so by separating it from the title with a pipe (|) character, e.g.

[[My New Page Title|Link to my new page]]

Now when you reload that page, you should see a red link to your new page. Click on it, and you will be editing your new page.

Add Content

Put in whatever content you want.

Note It's good to get into the habit of sprinkling double-square brackets around the first use of a new term, it encourages people to make new pages. For example:

The Alam regularly consult with their top magicky people, the [[Hakima]]...

That way, even if you don't make the page about the Hakima yourself, someone will be encouraged to.

Make It Navigable

When you're done, consider adding it to a category (or categories), so that it'll play nicely with the rest of the site. If it's a new category, you might want to consider updating the Breadcrumbs file. And you might conceivably want to add it to any of the menus.

If, for example, it's an article relevant to a particular nation, it should be put in two categories - Nations, and the nation itself. e.g. add this text to the bottom of the document.

[[Category:Nations]]
[[Category:Alam]]