This documentation bug exists also in org-mode 8.3.2 and the current online org-mode manual.

The export of links like [[file:a.org::#my-custom-id][Some link]] and
[[file:a.org::*Section header][Some link to a section header]] is not
described in the org-mode manual. This leads to questions like the
following one:
http://emacs.stackexchange.com/questions/20461/org-mode-external-links-not-working-when-exported-to-html/20658#20658


Emacs  : GNU Emacs 24.5.1 (x86_64-unknown-cygwin, GTK+ Version 3.14.13)
 of 2015-06-23 on desktop-new
Package: Org-mode version 8.2.10 (release_8.2.10 @ /usr/share/emacs/24.5/lisp/org/)

current state:
==============
(setq
 org-tab-first-hook '(org-hide-block-toggle-maybe org-src-native-tab-command-maybe org-babel-hide-result-toggle-maybe org-babel-header-arg-expand)
 org-speed-command-hook '(org-speed-command-default-hook org-babel-speed-command-hook)
 org-occur-hook '(org-first-headline-recenter)
 org-metaup-hook '(org-babel-load-in-session-maybe)
 org-confirm-shell-link-function 'y-or-n-p
 org-image-actual-width '(400)
 org-highlight-latex-and-related '(latex)
 org-drawers '("SUMMARY" "PROPERTIES" "CLOCK" "LOGBOOK" "RESULTS")
 org-after-todo-state-change-hook '(org-clock-out-if-current)
 org-from-is-user-regexp "\\<U-ITIHQ\\\\Tobias\\.Zawada\\>"
 org-src-mode-hook '(hack-local-variables org-src-babel-configure-edit-buffer org-src-mode-configure-edit-buffer)
 org-agenda-before-write-hook '(org-agenda-add-entry-text)
 org-babel-pre-tangle-hook '(save-buffer)
 org-font-lock-set-keywords-hook '(org-hook-font-lock-todo #[nil "\301 \235\203 \207\301 B\211 \207" [org-font-lock-extra-keywords (org-activate-hidden-links-additional (0 (quote (face org-target invisible org-link))))] 2]
                   (lambda nil (let ((el (assoc-string "{{{.+}}}" org-font-lock-extra-keywords))) (when el (setcar el "{{{.+?}}}"))) (add-to-list (quote org-font-lock-extra-keywords) (quote ("^[[:blank:]]*\\([?!]\\):[^?!]*\\1$" (0 (quote org-question-exclamation-face) t))))
                    (add-to-list (quote org-font-lock-extra-keywords) (quote ("^[[:blank:]]*[A-Z][A-Z]+:.*$" (0 (quote org-user-defined-keywords-face) t)))))
                   )
 org-mode-hook '(org-hook-todo-regexp (lambda nil (local-set-key (kbd "C-c b") (quote org-insert-block))) (lambda nil (add-hook (quote text-scale-mode-hook) (quote org-text-scale-eye)))
         (lambda nil (setq paste-image-prefix "[[file:") (setq paste-image-postfix "]]") (setq paste-image-hook (quote org-display-inline-images)) (local-set-key (kbd "C-c C-p C-p") (quote org-preview-latex-fragment))
          (let ((org-menu (cdr (assoc (quote menu-bar) org-mode-map)))) (easy-menu-add-item org-menu (quote ("Org" "Show/Hide")) ["Toggle Show Images" org-toggle-inline-images t :help "Toggle Show Images"])
           (easy-menu-add-item org-menu (quote ("Org")) ["LaTeX Preview" org-preview-latex-fragment t :help "If point is in latex fragment generate this fragment else all."])
           (easy-menu-add-item org-menu (quote ("Org" "Logging work")) ["CLOCK summary in directory" org-clock-sum-dir t :help "Summarize time used for project matching regexp."])
           (easy-menu-add-item org-menu (quote ("Org")) ["Collect topic matching re from multiple files" org-multifile t :help "Collect topics with main header matching regular expression from multiple files."])
           (easy-menu-add-item org-menu (quote ("Org")) ["Collect this topic from multiple files" org-multifile-this-topic :help "Collect topic matching the expression <<...>> from the current main header line from multiple files."])
           (easy-menu-add-item org-menu (quote ("Org")) ["Continue work with the current topic." org-continue-this-topic :help "Look for an expression <<...>> in the current main header line, find this topic at the current date or add it if not present yet."]))
          )
         (lambda nil (local-set-key (kbd "C-c p") (quote org-patch)))
         (lambda nil (local-set-key [f5] (quote trac-code-block)) (org-defkey org-mouse-map [mouse-3] (quote org-mouse-3-menu)) (setq pcomplete-default-completion-function (quote hippie-expand-first)) (local-set-key (kbd "<C-tab>") (quote org-cycle-archived-TNG))
          (local-set-key (kbd "M-s M-s") (quote org-cycle-archived-look)) (add-hook (quote org-ctrl-c-ctrl-c-hook) (quote calc-inline-maybe)) (add-hook (quote org-ctrl-c-ctrl-c-hook) (quote org-update-formula))
          (setq-local hippie-expand-try-functions-list (cons (quote complete-org-link-at-point) hippie-expand-try-functions-list)) (setq require-final-newline t))
         #[nil "\300\301\302\303\304$\207" [org-add-hook change-major-mode-hook org-show-block-all append local] 5] #[nil "\300\301\302\303\304$\207" [org-add-hook change-major-mode-hook org-babel-show-result-all append local] 5] org-babel-result-hide-spec org-babel-hide-all-hashes)
 org-ctrl-c-ctrl-c-hook '(org-update-formula calc-inline-maybe org-babel-hash-at-point org-babel-execute-safely-maybe)
 org-cycle-hook '(org-cycle-hide-archived-subtrees org-cycle-hide-drawers org-cycle-hide-inline-tasks org-cycle-show-empty-lines org-optimize-window-after-visibility-change)
 org-babel-tangle-lang-exts '(("maxima" . "max") ("perl" . "pl") ("ruby" . "rb") ("python" . "py") ("emacs-lisp" . "el"))
 org-confirm-elisp-link-function 'y-or-n-p
 org-metadown-hook '(org-babel-pop-to-session-maybe)
 org-structure-template-alist '(("m" org-structure-template-latex org-structure-template-latex) ("s" "#+BEGIN_SRC ?\n\n#+END_SRC" "<src lang=\"?\">\n\n</src>") ("e" "#+BEGIN_EXAMPLE\n?\n#+END_EXAMPLE" "<example>\n?\n</example>") ("q" "#+BEGIN_QUOTE\n?\n#+END_QUOTE" "<quote>\n?\n</quote>")
                ("v" "#+BEGIN_VERSE\n?\n#+END_VERSE" "<verse>\n?\n</verse>") ("V" "#+BEGIN_VERBATIM\n?\n#+END_VERBATIM" "<verbatim>\n?\n</verbatim>") ("c" "#+BEGIN_CENTER\n?\n#+END_CENTER" "<center>\n?\n</center>") ("l" "#+BEGIN_LaTeX\n?\n#+END_LaTeX" "<literal style=\"latex\">\n?\n</literal>")
                ("L" "#+LaTeX: " "<literal style=\"latex\">?</literal>") ("h" "#+BEGIN_HTML\n?\n#+END_HTML" "<literal style=\"html\">\n?\n</literal>") ("H" "#+HTML: " "<literal style=\"html\">?</literal>") ("a" "#+BEGIN_ASCII\n?\n#+END_ASCII" "") ("A" "#+ASCII: " "")
                ("i" "#+INDEX: ?" "#+INDEX: ?") ("I" "#+INCLUDE: %file ?" "<include file=%file markup=\"?\">"))
 org-babel-load-languages '((sh . t) (python . t) (R . t) (ruby . t) (ditaa . t) (dot . t) (octave . t) (sqlite . t) (perl . t) (emacs-lisp . t) (maxima . t))
 org-src-preserve-indentation t
 org-agenda-files '("~/Weiterbildung/contacts.org" "~/Weiterbildung/agenda.org")
 org-clock-out-hook '(org-clock-remove-empty-clock-drawer)
 org-confirm-babel-evaluate nil
 org-entities-user '(("times" "\\times" t "&times;" "x" "x" "×") ("mapsto" "\\mapsto" t "&mapsto;" "|->" "|->" "↦") ("neg" "\\neg" t "&neg;" "/" "/" "¬") ("greatergreater" "\\gg" t "&GreaterGreater;" ">>" ">>" "⪢") ("nbsp" "\\medspace" t "&nbsp;" " " " " " ") ("greatereq" "\\geq" t "&greatereq;" ">=" ">=" "≥")
             ("lesseq" "\\leq" t "&lesseq;" "<=" "<=" "≤") ("lessless" "\\ll" t "&LessLess;" "<<" "<<" "⪡") ("sqrt" "\\sqrt" t "&Sqrt;" "sqrt" "sqrt" "√") ("plusminus" "\\pm" t "&PlusMinus;" "+-" "+-" "±") ("bull" "\\bullet" nil "&bull;" "*" "*" "•"))
 org-descriptive-links nil
 )