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.
install.rst
Simplifying @eme-eme's answer, you can just do:
:doc:`path/to/document`
You don't need to enclose the path in <> and provide a text to be displayed. In this case, a top-level header from the referenced document will be displayed as a link.
You don't need inter-sphinx extension for that.