Step 1: Go to a page. In this example we are going to use the article "New York City draft riots". Click "add links" in the sidebar.
Step 2: A window appears. Choose the language of the page you want to add from the dropdown menu and write the title of the page. Press "Add link".
Step 3a: If the link has been found on Wikidata, you will get a window like this one. If not, you will get a window like in step 3b. Confirm the addition of the links specified by clicking "add links".
Step 3b: If the link has not been found, you will get a window like this one. Write a label and description and click "OK" to confirm.