If you want to redirect a user at any time, just do the following

    //open link in the same window
    Window.open("target.html", "_self", ""); 

That is useful, if it is the action that results from submitting a form or a result of an asynchron Service (RPC).

If you want to make a real html link, that is clickable, do this

    //create a link
    Anchor a = new Anchor("Link text","target.html");
    //place the link anywhere
    RootPanel.get().add(a);