You might have noticed that when you create a pull request that refers to an issue, you’ll get an autocomplete dropdown.
If you just type in the item number, e.g. #3 (no issue title needed), or click on the desired Issue from the list, you’ll see in the preview that the #3 is automatically hyperlinked. Hovering over the hyperlink shows the Issue title as the tooltip.
After you’ve saved your edits (or created the pull request), go over to the Issue in question and you’ll see the pull request added to the Issue’s timeline.