Most internal links in a MODX page are in this form:
(where 12 is the Resource ID of the resource being linked to -- you can see the resource ID in parentheses after the pagetitle in the Resources Tree at the left of the Manager.
Links to off-site pages are usually full links:
<a href="http://somesite.com" ...
Almost all the links will be in one of three places:
1. in the Resource Content field of a resource
2. in a Template
3. in chunks.
A few may be in Template variables (values are on the Template Variable tab when editing a resource).
It's possible that a link is created in the code of a plugin or snippet, but it's fairly rare.
Welcome to MODX.