They can be linked through homepages and any page on a website. So they are not just exclusive to homepages.
This is a broad question and can be narrowed down by what hypertext is and why it is useful. See the related questions of this question for "What is hypertext?" and "Why is hypertext useful?"
HyperText Transfer Protocol (HTTP) is an application-level protocol for distributed, collaborative, hypermedia information systems. It is used for retrieving inter-linked resources, called hypertext documents, on the internet. You see http as the first letters in the address field when using the internet.
Hypertext is refered as the linked text. This text is used for linking the stuff to other pages.
HTML is the main language of the web - any webpage is written in it. There are other programming languages behind the mechanics of many sites, but everything has HTML in it. There are a few non HTML documents kicking around on the web, such as PDFs and text files. But these will all be linked to from HTML files.
It is a collection of interconnected documents and other resources, linked by hyperlinks and URLs
Web pages
Word documents could be linked into the website my marking their sources. A word document might be referred from a text by <a> tag.
Billions of documents linked together
Try the Magna Carta
Hypertext Transfer Protocol (HTTP) is an application-level protocol for distributed, collaborative, hypermedia information systems.[1] Its use for retrieving inter-linked resources, called hypertext documents, led to the establishment of the World Wide Web in 1990 by English physicist Tim Berners-Lee. There are two major versions, HTTP/1.0 that uses a separate connection for every document and HTTP/1.1 that can reuse the same connection to download, for instance, images for the just served page. Hence HTTP/1.1 may be faster as it takes time to set up such connections.--From Wikipedia
they were linked through trade
Anchor tag can be used to link different elements in HTML. Documents, sounds and images all can be linked using the anchor tag.