To link to an artist page, find an item of that artist and click on the artist name. Then you will go to the artist page, and the URL is found in your web browser's address field.
To link to a record label's page, look up an item of that record label, and click on the title to open the item popup. Then click on the name of the record label in the data table. You will then go to the page of that record label, and you will be able to retreive the link in your browser's address field.
To retreive the link to a specific item, first look up the item. Then you can get the link in one of the following ways: