Is it possible to link to the same page from wordpress page menu?

well you’ve to change code in loop
for example currently now loop is like

<?php if(have_post) : while(yourquery): the_post : <div>the_title</div><div>the_content</div> endwhile; endif;

Then Just Add this line also

<?php if(have_post) : while(yourquery): the_post <a name="$i"><div>the_title</div><div>the_content</div></a> endwhile; endif;