Difflinks and permalinks are specific to wikis.
They are better than straight links in that they hold a "snapshot" of the target site at a particular time.
A "permalink" will show the wiki page as you saw it. A "difflink" will also show the edit you chose to highlight, and who did it.
To create a difflink, click on history in views, for the page, select the particular difference required and copy the address. The address can then be pasted into an editor program for subsequent use in a page edit.
Permalinks are made by clicking on permanent link in toolbox
Then copy & paste as above.
Difflinks & permalinks should be treated as full http links when inserting into a page or article.
Some blogs and other types of web page have 'snapshotable' pages but cannot be generalised. Individual blog pages can, of course, be referred to but can be subsequently altered by the blog poster.