How to Create a Table of Contents in Jupyter Notebooks
Create a markdown link as usual; but set its destination as a # sign and the id you will assign to the target text, as you would in an HTML link.
Then put any HTML tag around the text where your link should go, and give it an id:
<span class="anchor" id="intro">## 1. Introduction</span>
So yes, you can use some html tags in a Jupyter notebook.
See an example of a project I made with table of content here.