This question was already asked btw but I´ll make a try to explain.

When writing your character´s bio , open the characters page in an other tab or window (don´t close the one you´re creating/editing your character), search the character you want to link to. Right click on it´s name (under it´s icon) and hit "copy link" or "copy link adress" or whatever (here in Germany I have to use "Linkadresse kopieren" don´t really know how it´s in english. (But I´m sure you´ll find out).
Or to make it easier, open the character´s page and copy the page adress there.

Then you need to go back to the first tab (the one where you create/edit your character) write the name of the character you want to link to, highlight the name and hit the "Edit link" ("Link einfügen" for me) button on top of the text editor. Then paste the link into that box and hit "Ok", "send" or whatever it says. Done!

This has been asked before, PLEASE make a search.