QUESTION How can I achieve internal linking for pages not inside the main navigation?

[Marty]

use <?php get_site_url();?> no <?php get_theme_url();?>

<?php get_site_url();?>privacy-policy or <?php get_site_url();?>privacy-policy.php ( but second options is not ideal

And use friendly url ( check this on settings)

Thanks a lot, that works. I'm using <?php get_site_url();?>privacy-policy.