Pages

If you look at http://codex.ww.wp.xz.cn/WordPress_Features, you’ll see a table of contents that takes you to different sections of the page. The URL in my browser changes, but it seems that I am still on the same page. I would like to do something like this on a Static Page. Is there documentation for this? What’s it called? Do I need to know HTML to do that or can an idiot like me do it from the edit menu of the page? Thank you.