A redirect is a special type of article that sends the reader to another article. They are used when there are different names for the same subject.
For example, there is an article about the United Kingdom, which is often referred to as the "UK". So the page UK is a redirect; following that link will take you to United Kingdom instead.
You need an account to make redirects. If you don't have an account, you can request a redirect here.
If you do have an account, you can create one yourself:
Enter the title you want to create here, and click Create redirect:
If the article already exists, you can't create a redirect from that title without removing the existing article, which is usually a bad idea.
If it doesn't, you'll see the following text:
#REDIRECT [[Name of article]]
Replace "Name of article" with the article you want it to point to, and click "Publish page"