Plugin: How to make links in admin page open up inside of the admin panel

Call the same page with a parameter and include the content depending on the parameter:

if ( ! defined( 'ABSPATH' ) ) {
    exit; // Exit if accessed directly.
}

define(PLUG_NAME, "my_admin");

//hook to add an item in the menu admin 
add_action('admin_menu', 'my_admin_setup_menu');


function my_admin_setup_menu(){
        //1st : title of the page, 2nd : title in the menu menu
        add_menu_page( 'My plugin page', 'My plugin', 'manage_options', 'my_admin', 'my_plugin_init' );
}

function my_plugin_init(){

    //links inside the page
    $page_link1="<a href=\"admin.php?page=".PLUG_NAME."&idp=1\">link 1</a>";
    $page_link2="<a href=\"admin.php?page=".PLUG_NAME."&idp=2\">link 2</a>";
    $page_link3="<a href=\"admin.php?page=".PLUG_NAME."&idp=3\">link 3</a>";

    //get the id of the page we want to display 
    // then we include the page
    if (isset($_GET['idp'])){

        $page =(int) $_GET['idp'];

        switch ($page) {
            case 1:
                $page_inc="page1.php";
                break;
            case 2:
                $page_inc="page2.php";              
                break;
            case 3:
                $page_inc="page3.php";              
                break;
        }
        include( plugin_dir_path( __FILE__ ) . $page_inc);

    }else{  

        echo "<h1>My plugin home</h1>";
        //display the link in the main page
        echo $page_link1."<br/>";
        echo $page_link2."<br/>";
        echo $page_link3."<br/>";       
    }
}

?>