On the tutorial page, there is a menu on the top left hand side; click on "new tiddler".
A text entry box will appear with the words "type the text for new tiddler", delete these words and write "Some words and also write some [[text inside double square brackets]]"
Roll the mouse near the top right hand corner of the text box and the words "done, cancel, delete" will appear. click on "done", and then you will be able to see the page ("new tiddler") that you just created.
Notice that the [[text inside square brackets]] now looks like a link; click on it, and a new tiddler (a new page) will appear, titled "text inside square brackets".
Roll your mouse on the right hand side of the title "text inside square brackets" and the words "close, edit, permalink, references" will appear; click on "edit".
A text entry box will appear again, write some text in the box.
Roll the mouse near the top right hand corner of the text entry box, and click "done".
The whole program works like the steps you have just followed; You simply create links to new pages by writing the names of the new pages in [[double square brackets]].