EDIT 1: So totally wrong about before, I just read up a bit more. So we have this new support as well inside of GitHub Wikis! (Relatively new.)
You can also do something like this:
[[ Link text | page_title#header_title ]]
This might work a lot better for you! TIL because of this answer here. You can see me do this with the Prerequisite link and you can see my other links work the other way. Time for me to do some updates!
EDIT 1: Still useful but definitely NOT THE ONLY WAY.
So I answered a question about this before, you should avoid absolute links on GitHub (i.e. https://github.com/user/repo_name/...)
However, a good way (and kind of the only way inside of Wikis EDIT 1: TOTALLY NOT TRUE TO BEING THE ONLY WAY) of doing what you need can be seen like this:
[Header link](/user/repository_name/wiki/page_name#title).
This is kind of the linking unfortunately that the Wiki would support. This will change your directory page based off of GitHub. You can see that it would be
https://github.com/(the linkage you want to hit)
I have actually began doing something like this in a Wiki I work on here. Inside of my Sidebar, you can see I have a Getting Started Page, and then a subsection into it is a Prerequisite heading and it will properly lead people to where they need to go. You would be able to perform this same thing on any page. It is a tad verbose, but worth it as you can easily change things around if need be. This is also case-sensitive since it will change their location so be sure that in your linkage, the page is the proper case and your heading is all lowercase.
Hope this helps!