Use of doxygen's \link command

We have a Markdown support in doxygen nowadays. Your code may be a clearer:

/*! \mainpage MY TITLE HERE
 * \anchor intro_sec
 * # External resources
 * [My external page](http://link_to_my_external_page.html)
 */

The above should render somewhat close to:

---

External resources

My external page

---

Doxygen allows you to insert certain HTML commands in to your documentation, including links. In case you didn't know this is how you make a link in HTML:

<a href="externalfile.html">External file</a>

cdiggins' answer is also worth reading.

The \link (and anything of the form \command or @command) is called a "special command" and is part of the mark-up used in the input files processed by Doxygen not part of the configuration. The \link command does not do what you want.

You could perhaps use the \page command to create a new related page and then use the \htmlinclude command to insert the external HTML file as the contents of that page.