This is a little tricky and requires some understanding of HTML. Maybe I’ll add it to the guide in a future update. But here’s the steps:

Close the editor to see the story as it would be published.
Open the code inspector and view the source code of the heading you want to link to.
It will have an ID code.
Copy that.
Open the editor and create a new link that points to #the_id_code.

Do this for each heading you wish to point to.