The panel you're looking for is the Hyperlinks panel.
You can make a hyperlink to a particular page in your document, to a URL (obviously), or to a "text anchor." Text anchors have to be defined first (by using the flyout menu on the Hyperlinks panel) to insert a special hidden character into the text on the page. I always do this because I expect to have to repaginate my work in the future when content is added or removed in a revision. But if your book is done and never going to be revised, you can just have your hyperlinks point at pages, instead of at a particular text anchor.