I have simply no idea on how can I link to another document in the reST file.
I want to link a file named install.rst
to my quickstart guide in a paragraph.
To create links between different reStructuredText (.rst) files you can use the inline markup provided by sphinx. See the documentation under the heading Cross-referencing documents
on top of the file you define its label
.. _my-reference-label:
then you can link to it from other documents using
:ref:`my-reference-label`.
I do not believe you need to use the intersphinx extension, since it is for links between different projects. With this method you can link between different .rst files using their relative paths as described in the documentaion link above.