Now am not going to draw a complete schematic - there is no point just to show you how to use the links, your going to do that - so here is how to add them.
Start drawing your schematic - add some parts, connect them up and when you come to want to add a signal reference to another point in the schematic - for the same named net simply right mouse button while adding a connection, choose "Signal Reference".
Then you get a popup with 3 options, Library, Design and Sheet - initially you will want to use the symbols that are in your library, then later on you would use the links already defined in the design/same sheet so that you get both the symbol and the net name the same - preventing typos such as using RST and RESET for what you (wrongly) think is the same signal at the time.
Then when I add that I get a link that looks like the following:
|Signal Reference with no Zone hyperlink.|
As you can just about see from these pictures - they have a little hyperlink underneath them that shows the sheet name and zone location or each end.
What if you have several links for the same net? No problem, in the Settings\Defaults\Zone Tab you can select to display them either in one line or on multiple lines.
Clicking on each link, or using the RMB context menu will enable you so change to the other linked reference instantly.
Its that simple