How can I create a website menu to take me to other page headings?

I have created a website using Notepad ++ with HTML5. I have 4 pages, all of which have a number of different headings on that page. I have created a drop down menu of the 4 pages, which some have sub lists for the heading on that page. How would I be able to link the pages so when the user clicks on the heading from the menu, it will take them to that heading on the corresponding page.

This is my list, but the sub headings don't work:

• Home Page
• The Internet
  • History
• HTML
  • History
  • Through the ages
  • HTML or XHTML?
• CSS
  • History