Further to a previous posting, you must use the URL box in the advanced section of the insert link dialog to include a relative link. If you put the relative link into the link box in the basic section of the insert link dialog, Contribute precedes the relative link with the "http://" protocol.

I further discovered (with Jennifer's assistance) that to create a link to an anchor within the same document:
- create the anchor first using the "Section Anchor" item in the insert menu of contribute
- select text for link, choose link-web page, open the advanced part of the dialog and then insert the name of the file (even if it is the same file as you're editing)
- by inserting the file name, Contribute finds the anchor tags in the specified document and populates a dropdown list in the advanced section of the dialog; you then select the anchor.

We also confirmed that Contribute is 'smart' about relative URLs and tends to make a relative rather than absolute URL wherever possible.