Javadoc linking to a class in another package

The correct syntax variants are

{@link [<package>.]<class>[#<method>]}
{@link #<method>}

You were missing a complete package. The following example should be correct

{@link com.myproject.Shapes.Square} 
                     ^^^^^^

For another package use this syntax:

{@link  package.class#member  label}

In your case this should be:

{@link com.myproject.Shapes.Square Square}

If you want to show only the class name then use the label, if complete path is desired then label is not required.

Reference: http://docs.oracle.com/javase/7/docs/technotes/tools/windows/javadoc.html#link