An anchor link takes someone straight to a particular spot on the same page. It is like a bookmark that opens a book to a chosen passage instead of making you turn pages to find it.
On a long guide, a contents list might link directly to “Getting started” or “Troubleshooting.” The destination can also have its own address so someone can share that section.
Give the destination a clear heading and make sure it is not hidden behind a fixed top bar. Anchor links help people skip around, but the page should still read sensibly from beginning to end.