Let’s say you have one Doc with the description of Captain

Captain
strong, brave leader
monsters fear him, especially Black Demons
…

Second Doc is called Monsters and contains description of all monsters including Black Demons

Arachborgs
spider-like terminators
fast and deadly

Belzebobs
little demons
fire attack

Black Demons
slow, heavy armor
giant axe with stun spell

Electrozapp
rolling monster with electric attack
cannot jump
…

But you dont want to link from Captain to Monsters, you want the link to go directly from Captain description to Black Demons.
Perhaps Monsters Doc is very long, so Black Demons are somewhere in the middle. It would be a hassle to look for it.

Allright, here is how.

Just make Black Demons a Heading (any size).

Make a Table of contents in Monsters.

Select the link Black Demons in Table of Contents and copy it.

Go to Doc with Captain and paste it.

Congrats, now you got your link.