I think you are asking about linking to other pages from a given page (but I could be wrong)!
If this is what you are asking and you are using a tabbed browser, open your course sitemap in a new tab and do your copy/paste between tabs. (Use 2 windows otherwise).
Another option is to use the autolink feature, which will use the activity/resource name to automatically create the links for you.
Text editors
Creating links in Web Pages
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