I need to create a Button for the Page Layout that links to the Visualforce Page (another page). It's for custom object. How can I do that? Can I use "Buttons, Links, and Actions" to open VF Page? Or I need to create another VF Page?
Yes, you can use Buttons, Links, and Actions. A Custom Button or Link with its Content Source set to Visualforce Page will work if the Standard Controller on the Visualforce Page is the same object as one the button or link is being created for. If the Visualforce Page uses a different Standard Controller, you can set Content Source to URL, and write a link to the Visualforce Page like: https://yourinstance.salesforce.com/apex/yourVisualForcePageName