A dead-end page is a page that contains no internal links to other Wikipedia articles. Adding links to these pages will help to integrate them into the encyclopedia, and assist readers by allowing for easy cross-referencing of information.
Remember to only add links that are relevant to the context. An article with an excessive number of links is said to be overlinked; this can be distracting, and makes it harder for the reader to identify links which might actually aid their understanding of the subject.
If you come across an article with no internal links, either add links yourself or apply a tag.