If you want to do more than the little toolbar above the edit screen will let you, there's a fairly detailed help page on Wikipedia at http://en.wikipedia.org/wiki/Help:Advanced_editing#Links. (It has further links, to more than you will ever want to know.)
To get a single carriage return, you can put a space at the beginning of each line, which creates a dotted box around your block of text, or just put <br> at the end of each line where you want one.
To make a link to somewhere else in the wiki, highlight the text that you want linked, then click the Ab button on the toolbar to set the link up, then save the page, and then click on the linked text to jump to the new empty page and add whatever you want to there.
To make a link to somewhere else on the Internet, you can just put the URL into your text - you have to have http:// in front of it, though. To get a piece of your text highlighted and linked to somewhere else on the Internet, click the icon with the globe; then replace the "http://www.example.com" it creates with the URL you want, and replace the "link title" it creates with the text you want to use as the link. (Of course, you could just type this yourself - you need an opening square bracket followed by your URL, then a space, then the text you want to use for the link, then a closing square bracket.)
To add an image, you click on the little picture icon in the toolbar and then replace the Example.jpg part of the tag it creates in this edit pane with the name of the image file you want to display. Then you click on the Upload file item in the Toolbox menu over in the left margin to get a window that lets you upload the image from your machine. (You can do these steps in the other order too, of course.
To keep some piece of HTML markup that you want to discuss in a help section like this from staying hidden and producing changing the markup instead of appearing so you can discuss it, put <nowiki> in front of it and </nowiki> after it.