Linking to other Javadocs is done with the @link tag:

/**
 * You can link to the javadoc of an already imported class using {@link ClassName}.
 *
 * You can also use the fully-qualified name, if the class is not already imported: 
 *  {@link some.other.ClassName}
 *
 * You can link to members (fields or methods) of a class like so:
 *  {@link ClassName#someMethod()}
 *  {@link ClassName#someMethodWithParameters(int, String)}
 *  {@link ClassName#someField}
 *  {@link #someMethodInThisClass()} - used to link to members in the current class
 *  
 * You can add a label to a linked javadoc like so:
 *  {@link ClassName#someMethod() link text} 
 */

With the @see tag you can add elements to the See also section. Like @param or @return the place where they appear is not relevant. The spec says you should write it after @return.

/**
 * This method has a nice explanation but you might found further
 * information at the bottom.
 *
 * @see ClassName#someMethod()
 */

If you want to add links to external resources you can just use the HTML <a> tag. You can use it inline anywhere or inside both @link and @see tags.

/**
 * Wondering how this works? You might want
 * to check this <a href="<http://stackoverflow.com/>">great service</a>.
 *
 * @see <a href="<http://stackoverflow.com/>">Stack Overflow</a>
 */