I should start off by saying that linking to drafts will only work for logged in users (with appropriate permissions) - other users will simply hit a 404 Not Found!
You'd be much better off getting all your content ready & published, or only link to it once it is ready!
Nevertheless, to answer your question, to link to a draft simply enter the URL manually in the URL field (as opposed to searching for the page using the link feature).
It'll probably be something like
http://example.com/?page_id=X&preview=true - you can find it beneath the title field when editing.
Why are [drafts] not appearing in the list of internal pages?
The very nature of the WordPress 'link to content' feature is to ease the process mentioned above. It only shows published content, as this almost always what you want to link to (rather than cluttering up the results with drafts, revisions etc.).