How do I link menu to certain section in one page theme?
You can do this by giving path of your menu to id of that block. BUT there is a problem, Default Menu path in Drupal will show you invalid entry as ID of the block are not real path so it is not allowed.

To solve this Void Menu module comes in picture,

Follow following steps:


Download and enable the Void menu module.
Get your block-id by inspecting the HTML.


  

Go to Modules/Void menu/Configuration, in the section of &lt;void1&gt; save the Id of that block e.g. I have a id="block-block-4", so I will paste #block-block-4 and save it.


  

Go to Structures/Menus/Your menu/About link, In the path just paste &lt;void1&gt;, save it.


  

Now, you are good to go, when you will click that about menu link it will scroll you down to that block on same page.


Note: In  Drupal-8, You do not have to do anything, just save the Id in path, and that's it. This feature is provided by default in  Drupal-8.



JQUERY Effect 

Till above procedure it is just fine, you can go ahead with that. BUT if you want the Smooth JQUERY effect like whatever is provided in your example website.

Just download Scroll to destination anchors, enabled it, That's it. Now it will Scroll down with smooth Jquery Effect.