Amongst the several possibilities:
// escape the quotes:
echo "Click <a href=\"index.html\"> Here </a> to go back</p>";
// use single quotes within a double quotes string:
echo "Click <a href='index.html'> Here </a> to go back</p>";
// vice versa:
echo 'Click <a href="index.html"> Here </a> to go back</p>';
// use "heredoc" quoting:
echo <<<END
Click <a href="index.html"> Here </a> to go back</p>
END;
// preceding line must have no spaces/tabs