Expand documentation linking in CONTRIBUTING.md
@@ -441,10 +441,34 @@ The API reference is manually assembled in `doc/api/index.rst`.
The *autodoc* sphinx extension will automatically create pages for each
function/class/module listed there.
-You can reference classes, functions, and modules from anywhere (including docstrings)
-using <code>:func:\`package.module.function\`</code>,
-<code>:class:\`package.module.class\`</code>, or
-<code>:mod:\`package.module\`</code>.
+You can reference functions, classes, methods, and modules from anywhere
+(including docstrings) using:
+
+- <code>:func:\`package.module.function\`</code>
+- <code>:class:\`package.module.class\`</code>
+- <code>:meth:\`package.module.method\`</code>
+- <code>:mod:\`package.module\`</code>
+
+An example would be to use
+<code>:meth:\`pygmt.Figure.grdview\`</code> to link
+to https://www.pygmt.org/latest/api/generated/pygmt.Figure.grdview.html.
+PyGMT documentation that is not a class, method,
+or module can be linked with <code>:doc:\`Any Link Text </path/to/the/file>\`</code>.
+For example, <code>:doc:\`Install instructions \</install\>\`</code> links
+to https://www.pygmt.org/latest/install.html.
+
+Linking to the GMT documentation and GMT configuration parameters can be done using:
+
+- <code>:gmt-docs:\`page_name.html\`</code>
+- <code>:gmt-term:\`GMT_PARAMETER\`</code>
+
+An example would be using
+<code>:gmt-docs:\`makecpt.html\`</code> to link to
+https://docs.generic-mapping-tools.org/latest/makecpt.html.
+For GMT configuration parameters, an example is
+<code>:gmt-term:\`COLOR_FOREGROUND\`</code> to link to
+https://docs.generic-mapping-tools.org/latest/gmt.conf.html#term-COLOR_FOREGROUND.
+
Sphinx will create a link to the automatically generated page for that
function/class/module.
