@“wecanseeformiles” you’re not the only one! I also found this was one of the more confusing things, when I was first starting. I was making everything into Projects just so I could link to them, and it took me a long time to figure out that you could link to things other than Projects. I also had trouble understanding what Projects were for, in general, and it wasn’t (and still isn’t, really) clear why the popup menu would only show Projects. In other words, it’s not at all obvious that the popup menu is actually an autocomplete menu, that happens to be initially populated with a list of all Projects.
I’ve reported the issue several times already, but it always falls through the cracks somehow. The Help file has actually been improved quite a lot in the past year, but still leaves a lot to be desired in some places. The three sentences about links don’t seem to be enough to really explain them. Maybe there should be some indication on the popup menu that you can click on any of the Projects, but you can also keep typing to find something else. Another option, which would actually make more sense for the way I use Legend, would be to just not pre-populate the menu with the list of Projects. The majority of the time, I’m not linking to a Project, and even if I was, I’d more likely type its name than scroll down a long list of all Projects to find it.