How do I link a markdown file to the header using Hugo?

I'm using Hugo to build a static site, and I can't figure out how to link a markdown file to the header. For example, in this website, clicking the About Me section in the header is simply a rendering of the markdown file content/about.md (see the corresponding git repo).

So I know I have to have the markdown file in the content folder of my site, but I am using a different theme (the Hugo Agency Theme), and I'd want, for example, the About section to link to a separate landing page, say example.com/about, just as it does in hjdskes's page.

I've been stuck on this for a while and would appreciate any help.

Thanks!