\documentclass{article}
\usepackage[hypertex]{hyperref}

\begin{document}

\section{First Section}
\label{sec:1}

This is the first section, bla bla bla.
\newpage

\section{Second Section}
\label{sec:2}

This is the second section, bla bla bla.
See Section \ref{sec:1}.
Visit \href{http://www.snafu.de/~cschenk}{my homepage}.

And now jump to \href{file:file2#section.2}{file2}.

\end{document}
