Confluence 5.6 has reached end of life
Check out the [latest version] of the documentation
Type a square bracket '[' and the name of the non-existent page, then select 'Insert Link to Create Page'. Example:
Alternatively, use wiki markup entirely. Type the link, including the alias and the page name or URL. As soon as you type the closing square bracket, Confluence will convert the link to rich text format and add it to the page. This means that you can skip the link browser.
[Future of the Modern Girl]