Advanced HTML?

Okay, I don’t know how to explain this, so I’m going to show an example and then ask my question: (Please bear with me)

http://ideasilo.wordpress.com/2008/03/29/contact-form-7-faq/

On that page, if you see the FAQ section, the author starts off with 15 points and when you click on any one of them, you are redirected to the actual placement of that point on the page down below.

How do you do that? Is the ‘#’ the key to achieve that, in the URL? It can’t be because I tried doing it.

Help, please. Thanks.