Starting with version 1.6 it is possible to link different mockups together in order to create a simple prototype for your site or software application. This can be useful for demonstrating click-through prototypes or for usability testing when you're displaying your project Mockups in Full Screen Presentation mode and as an exported PDF.
At the moment the linking feature only works in the Desktop and Confluence versions, but we are actively working on adding linking capabilities to the plugin versions of Mockups as well.
Linking two mockups together as easy as choosing a file name from a pull-down menu. Simply click on a control that supports linking (most do, and here's a workaround for those which don't), and you'll see a new "Link" pull-down in the floating property inspector.

If you don't see the pull-down, you should click on the "Show Link Inspector" link:

If the pull-down is disabled, please save your mockup and select the control you want to link from again.
The list is pre-populated with the names of all the BMML files found in the same folder as the file you're editing. As long as you keep all the related mockups in the same folder, this should be all you need.
For controls that can have multiple targets, you'll see something like this instead:

Once you have selected a mockup to link to from the pull-down menu, the control will show a little arrow icon at their bottom-right corner, as shown in this screenshot:

When you're happy with your link structure simply enter Full Screen Presentation mode (see details here) and you'll be able to click on the links you set up to test your prototype.
Controls with links will have a little blue overlay on them as well as the link icon and mousing over them will show a big hand pointer with the name of the target file for this link, like so:

Simply click on a link to load up the referenced mockup file.
Actually, there's one more thing: you can use the left and right arrow keys to go back and forth between the mockups you have visited in your run-through.
Here's a quick screencast (38 seconds, no audio) of linking up three existing mockups and running through the resulting prototype:
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