How can i add a link inside my website that opens inside my website?
It seems to me you are talking of a window that pops up in your site. If that is the case, you need to find out the code that opens that window.
If you are using a CMS, you may be able to add your link from the administration panel. If your site is just a group of pages, then you can go directly to the code and add your link. The general basic code for a link is <a href=”Your link address”>Your link Label</a>