How do I refer to another typescript type in comments/JSDoc?

You sure can, though your mileage may vary.

1: A use of @link in Selenium-Webdriver's TypeScript typing file

/**
 * Converts a level name or value to a {@link logging.Level} value.
 * If the name/value is not recognized, {@link logging.Level.ALL}
 * will be returned.
 * @param {(number|string)} nameOrValue The log level name, or value, to
 *     convert .
 * @return {!logging.Level} The converted level.
 */
function getLevel(nameOrValue: string | number): Level;

2: Docs about @link in JSDoc

The following example shows all of the ways to provide link text for the {@link} tag: Providing link text

/**
 * See {@link MyClass} and [MyClass's foo property]{@link MyClass#foo}.
 * Also, check out {@link http://www.google.com|Google} and
 * {@link https://github.com GitHub}.
 */
function myFunction() {}

By default, the example above produces output similar to the following: Output for {@link} tags

See <a href="MyClass.html">MyClass</a> and <a 
href="MyClass.html#foo">MyClass's foo
property</a>. Also, check out <a 
href="http://www.google.com">Google</a> and
<a href="https://github.com">GitHub</a>.

VS Code treats {@link} as a comment, so it doesn't get any special parsing (it's just displayed exactly as you typed it). There's currently an open issue to fix this, however.

With VSCode 1.52 (Nov. 2020), you might also consider another tag:

Initial support for JSDoc @see tags

JSDoc @see tags let you reference other functions and classes in your JSDoc comments.

The example below shows crash function referencing the WrappedError class from another file:

// @filename: somewhere.ts
export class WrappedError extends Error { ... }

// @filename: ace.ts
import { WrappedError } from './somewhere'

/**
* @see {WrappedError}
*/
function crash(kind) {
   throw new WrappedError(kind);
}

VS Code will now include basic @see references while performing renames.

You can also run go to definition on the @see tag's content and @see tags will also show up in the list of references.

We plan to continue improving support for @see tags in future releases.

As Mark notes in the comments:

• PR 119358 adds support for JSDoc link tags in VSCode 1.55 (March 2021)
• VSCode 1.57 (May 2021) adds @link support

JSDoc @link support

We now support JSDoc @link tags in JavaScript and TypeScript comments.

These let you create clickable links to a symbol in your documentation:

JSDoc @link tags are written as: {@link symbolName}.

You can also optionally specify text to be render in place of the symbol name: {@link class.property Alt text}.

@link is supported in hovers, suggestions, and signature help.
We have also updated vscode.d.ts to use @link.