Really struggling here as novice user!

I have successfully linked to outside websites from text, have successfully linked to pages within my single file from buttons - but can not for the life of me link to pages within my single file from words in my text??

I have selected the text I want to link from, picked the name of the page I want to link to in the "link to page" pulldown, but it turns it blue (and does not underscore it although that appears to the default that I still have selected).

When I then preview, although the text is the same blue colour, it does not appear to be a link and nothing happens when I click on the text.

Any ideas???! Is it anything to do with the preview option - I have tried exporting and that does not appear to work either...

Thanks