The generated MediaWiki API help has an interwiki link:
See the [[mw:API|complete documentation]], ...
e.g. http://en.wikipedia.beta.wmflabs.org/w/api.php?action=tokens But mw isn't in the beta cluster's interwiki map, so the link is a 404 to a non-existent local page "Mw:API".
The beta cluster should understand the mw interwiki prefix since it's in the default map ( maintenance/interwiki.list ). I don't know what config or puppet magic gives the beta cluster a custom interwiki map, or an admin could manually add it to every wiki with http://en.wikipedia.beta.wmflabs.org/wiki/Special:Interwiki. T69931: Beta should not use productions interwiki.php may be relevant.
It seems interwiki linking is enabled by default, so using [[mw:API]] is reasonable and several extensions use it in their messages (but nothing else in core). The alternative is the API messages could use a URL link:
See the [//www.mediawiki.org/wiki/Special:MyLanguage/API complete documentation], ...