How do you add a link in the description of one section of the customizer to another section in a different panel?

The relevant line that generates that link in wp-includes\class-wp-customize-nav-menus.php is

$description .= '<p>' . sprintf( __( 'You can also place menus in <a href="https://wordpress.stackexchange.com/questions/248853/%s">widget areas</a> with the &#8220;Custom Menu&#8221; widget.' ), "javascript:wp.customize.panel( 'widgets' ).focus();" ) . '</p>';

and the more relevant part of it
javascript:wp.customize.panel( 'widgets' ).focus();" )

so it seems like the key for having this kind of functionality is to know the name of the panel… now for sections there is no explicit example in core but might be worth trying to use javascript:wp.customize.section( 'your section name' ).focus(); as the href of the link

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