Or better yet, how do I link them? Because there are so many link thingys, but I don't know how to do like half of them!
How do I create towns/cities, magical abilities, languages, landmarks and races?
A lot of those require a premium account. So you can't exactly 'do' anything with them unless you pay for the premium.
As @ShadeStar mentioned, many page types require a premium account (the free ones are Characters, Locations and Items). At the moment there are lots of links to premium pages in the free templates, but @andrew (Our Supreme Lord and Overseer) (the site creator) is putting out an update in the near future that will let us write what we want into those fields instead of only being able to link to a page.