How can I reference a page in another pdf, which I have no control over?

If the external PDF is generated with pdflatex without labels or with another program as LibreOffice, you can use \href of package hyperref with the option [page=x]. Example:

\documentclass{article}
\usepackage{hyperref}
\begin{document}
Some text.  
\href[page=4]{external.pdf}{See page 4 of the external PDF} 
\end{document}

Unfortunately, this work with Acrobat Reader but not with others as Evince, for example. This is a problem of the viewer, not the LaTeX code.

user1823664's documentation link gave me another lead.

In Acrobat, under View > Show/Hide > Navigation Pane > Destinations one can find a list of destinations in the document. They can be referenced via

\href{external.pdf#thedestination}{See other stuff of the external PDF}