Question: Can I include external links and links to non-wiki pages in my wiki?
Yes, but the wiki shortcode is only for linking to wiki pages. If you want to link to external sites or regular posts or pages, then use the usual methods in the post editor to do so, but not the Yada Wiki shortcode.
Question: Can I use the wiki shortcode in non-wiki posts and pages?
Yes, there is a Yada Wiki sub-menu under the main settings menu where you can enable showing the Yada Wiki shortcode buttons when editing posts and pages. Remember, the wiki shortcode is only for linking to wiki pages.