In order for the links to be "generated" by Zen Cart (using information in configure.php and the database), one needs to call the zen_href_link() function using PHP code.
For EZ-Pages the answer is no. EZ-Pages do not allow the execution of PHP code (they only allow static html).
For other pages (such as categories, products, and "define pages"), you can add a PHP snippet (calling zen_href_link) to generate the link.
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