A WikiLink is a link within a Wiki. You can generate WikiLinks when editing a page by either;
JoiningCapitalizedWords
["Using Brackets and Double Quotes"]
http://using.urls/
[http://Putting.urls.in.square.brackets/]
[[http://using.url label-that-will-be-shown]]
The appropriate text will become a WikiLink. If anyone clicks on the link, they will either be taken to a page with that name, or given the option to create the page if administrators have allowed it. - This is exactly how this page came into being!, I followed a WikiLink and there was no page explaining them. So I made it!
It is sometimes also usefull to write something in CamelCase that must not become a WikiLink. You can simply do this by prepending th word with a exclamation mark:
!NoWikiLink
Also, note that CamelCase is deactivated for the current page name. For example, the word WikiLink in this page is not turned into a link.
Please, read HelpOnLinking for more details on linking.
To practise this and other Wiki things, try the WikiSandBox.