Creating a link to an issue in Mantis is done via the hash symbol # followed by the issue number.
How do I link to a note?
Use the ~ symbol, i.e ~42 to link to the bugnote with the id 42. The prefix is configurable using the $g_bugnote_link_tag setting.
A little clarification, if needed, taken from here: the ~ notation works a little different according to MantisBT version. In 1.1.x shows only the NoteID (e.g., 0026006), but since 1.2.x and above, the link was changed to IssueID:NoteID (e.g., 0009261:0026006).