Within the same folder, just use the file name:
<a href="thefile.html">my link</a>
Within the parent folder's directory:
<a href="../thefile.html">my link</a>
Within a sub-directory:
<a href="subdir/thefile.html">my link</a>
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…