You know normal links -- they look [[like this]]. But did you know that you can use normal links to pages on any other wiki? This is called InterWiki linking, and applies to all wikis, not just Wikpedia's sister projects. You can link to a page on MeatballWiki by typing [[MeatBall:PageName]], for example. See Interwiki map.
However, links to Wikipedias in other languages are done a little differently. You can link to these by typing, for example, [[:de:Hauptseite]] (replace "de" with language prefix). The colon at the beginning prevents the link from becoming an interlanguage link, which shows up in the left sidebar.
To hide the prefix from the link, use the pipe trick.
Read more: InterWiki
See also: Wikipedia:Interwikimedia link