Some pages on Wikipedia are redirects, they don't have any content of their own, but just send you on to another page. For example UK is a redirect to United Kingdom. So, if you type UK in the search box, it will take you directly to the article on the United Kingdom (There will also be a note below the article title saying "Redirected from UK").
To redirect a page, you can then either use the VisualEditor menu and then click Page settings to choose a destination page, or you can insert the Wiki Markup code: #REDIRECT [[Destination]]. However, it's discouraged to to create redirects from one namespace to another.
Wikipedians often refer to internal Wikipedia pages by shortcut names to make typing quicker. The Wikipedia namespace prefix can also be further abbreviated as WP:. These shortcut pages are just redirects to the target page.
For example, Wikipedia:Neutral point of view can be written as WP:NPOV to link to it, or typed into the search bar. Shortcuts to a page are usually listed in a box in the top right of that page.