There are two ways to navigate between pages: page navigation and page settings. 

The 1st Option is by using the Page Navigation Mode
The 2nd Option is through the Page Settings window 

Page settings shows you a tree of all the pages on your websites where you need to choose a page and click a button to edit. If you have a link to a page you can also use the page navigation tab instead. The Page navigation tab is actually a short cut to move between pages for editing

Here is how to (Option 1):

Step 1: Click on Page Navigation (in orange).

Step 2: Click on a link. You will be redirected to the page you clicked in EDIT MODE.

Note: You can go move with page navigation mode only into other pages inside your website! Not to external links.

In this example, the about page is clicked.

Here is how to (Option 2):

Step 1: Click on gear icon (in orange).

Step 2: Click on page settings (in orange).

Step 3: Select the page (orange).

Step 4: Click on edit (orange).