The simplest way to add a hyperlink to a Section is to drag from the Section List the Section Name you wish to link to, into your current Section. Z-Write will insert a Link Tag similar to the following:
<link sectionname>
Of course, "sectionname" would be the name of the Section you'd dragged.
There is also a new "Insert Link" menu command (Utilities > Insert > Section/Link Tag) which will prompt you for the kind of tag you'd like to insert and allow you to choose a Section from a popup menu.
Whenever you see a Link Tag like the above, you can jump to it by clicking on its leftmost point (the "<" character) while holding down the Command key.
You may also insert links to bookmarks as well as Sections. Just replace the "sectionname" above with the bookmark name. You may have Z-Write generate the Link Tag for you by holding down the Option key while selecting a bookmark from the bookmark menu.
Currently, bookmark links are deleted when exporting to HTML, but in the future Z-Write will generate HTML to use these tags as anchors.
Hyperlink tags are automatically deleted when you export to text or RTF or print your document.