You use the pound sign (#) to signify the jump point.
If the anchor that you want to connect to is specified as:
<A NAME="section32">Section 32</A>
You would specify the jump link as:
The section on <A HREF="#section32">dinosaurs</A> is interesting.
See an example
I found a paper that has some great <A HREF="http://research.educ.purdue.edu/Students/Taylor/longpage.html#references"> references</A>See a working example