For linking the Contents entries you have already...
Open the epub in sigil, switch to CodeView
Open ABRAHAM.html (should be opened already)
For each of the 'links' surround the text with a link tag, (<a>) and use a href pointing to the file you want to link it to.
e.g.
<a href="Section0001.xhtml">Foreword</a>
Repeat for all the entries you want linked to.
Use Tools-TOC editor, to see results.
For the built-in table of contents....
In each of the Section####.xhtml files, wherever you want a linked heading,
Surround the text with heading tags (<h#> , where #= heading type 1-6)
e.g.
In Section0001.xhtml, surround 'Foreword' with a <h> tag - say you wanted a level 2 heading
<h2>Foreword</h2>
Repeat in other files as needed