URLs in Drupal 8 are represented with the Drupal\Core\Url class, which has a number of static methods that allow you to create an instance. The most important of these is ::fromRoute(), which takes a route name, route parameters (if any are needed for that route), and an array of options to create a new instance of Url. There are other such methods available that turn all sorts of other things into a Url, most notably the ::fromUri() method which takes an internal or external URI. These methods can be very helpful, especially when dealing with dynamically obtained data. However, when hardcoding, it's always best to work with route names because that allows you to later change the actual path behind that route without affecting your code.
There are many options that can be passed to Url when instantiating it, inside the $options array. You can pass an array of query parameters, a fragment, and others. These will then help construct a URL as complex as you need without having to deal with strings yourself. I suggest that you check out the documentation above the ::fromUri() method because it describes them all. Also, keep in mind that the options are pretty much the same, regardless of the method that you use to create the Url object.