You can use a relative path (opens new window) to link to pages on the same website.

<a href="/example">Text Here</a>

The above example would go to the file example at the root directory (/) of the server.

If this link was on http://example.com (opens new window), the following two links would bring the user to the same location

<a href="/page">Text Here</a>
<a href="http://example.com/page">Text Here</a>

Both of the above would go to the page file at the root directory of example.com.