You have the possibility to create links from within your BPMN diagram to other BPMN models, DMN models created with the DMN Modeler for Confluence, Confluence pages, Confluence attachments, Jira issues (server only) and arbitrary external content (via URL). To create a link at a process element select the element by clicking on it, and click the "Add Link" button.
Alternatively you can select the element, open the attribute panel and click the same "Add Link" button under Business Attributes. In the shown dialog you have an autocompletion search for BPMN and DMN diagrams as well as Confluence pages. Each link can be completed with an optional description, that will be displayed in the attribute panel under Links to other content.
An overview of all existing links in a space or on a page can be obtained by using the [BPMN Modeler] Process Net . To get information about all incoming links for a diagram while modeling, see [BPMN Modeler] Incoming Links.