I asked one of our doc developers, and this was their response (slightly edited):
Looks like the docs tools in WB don't support it. This code will make a small palette that does mostly the same thing as
what we have in our internal tools.
CreatePalette[Button["Create Link",
Module[{cell = SelectedCells[InputNotebook[]][[1]], cellid},
cellid = "CellID" /. Developer`CellInformation[cell];
CopyToClipboard[
Cell[TextData[
ButtonBox[ToString@cellid, BaseStyle -> "ExampleLink",
ButtonData -> cellid]]]]]]]
Select the cell you want to link to, click the button in the palette.
That copies to the clipboard a link to that cell. Simply paste that
link in your notes (yes, it should look like a series of numbers;
those numbers are the CellID
of the cell you're linking to). Of
course, anyone using this should test it in their own applications to
make sure that it works how they want before going nuts with it.