HTML link within my plugin settings page

Just use old simple HTML, the <a> tag.

<a href="https://wordpress.stackexchange.com/questions/24208/admin.php?page=yourplugin/another-page.php" title="another page">Another Page</a>

If your page is php only:

echo '<a href="https://wordpress.stackexchange.com/questions/24208/admin.php?page=yourplugin/another-page.php" title="another page">Another Page</a>';

Where yourplugin is your plugin folder name, and another-page.php is that other page.