Links to other nLab pages should be made by surrounding the name of the page in double square brackets: [[ name of page ]]. To link to an nLab page but show a different link text, do the following: [[ name of page | link text to show ]].
LaTeX can be used inside single dollar signs (inline) or double dollar signs or \[ and \], as usual.
To create a table of contents, add \tableofcontents on its own line.
For a theorem or proof, use \begin{theorem} \end{theorem} as you would in LaTeX. Labelling and referencing is exactly as in LaTeX, with use of \label and \ref. The full list of supported environments can be found in the HowTo.
Tikz can be used for figures almost exactly as in LaTeX. Similarly, tikz-cd and xymatrix can be used for commutative diagrams. See the HowTo.
As an alternative to the Markdown syntax for sections (headings), one can use the usual LaTeX syntax \section, \subsection, etc.
For further help, see the HowTo, or you are very welcome to ask at the nForum.