Thanks for reaching out to us about this. The "Link Selection to New Page" and page-level encryption features aren't currently supported on Markdown pages, though we are investigating potential support for them in the future.
For the kind of link that you're making, I would recommend typing the name of the page you want to link to (which will automatically be formatted as a link to that page) or create an alias for the page you want to link to. You can find more information about aliases here.
Depending on what you want to use VoodooPad for, either Rich Text or Markdown may be the best option. If you're not sure, I would recommend using Rich Text pages. While Markdown formatting can be very powerful for some applications, it currently isn't compatible with some helpful options in VoodooPad.
If you have any other questions, please don't hesitate to let me know.