You can either post the entire URL which will automatically create a link, or when you create a message or respond to one, you'll see a globe with a little chain link in front of it. You'll need the URL you wish to link to. To create a link with text like I did above, make sure you have the URL in the clipboard, then highlight the text you want to put the link behind and click on that globe. It'll open a hyperlink window in which you'll then paste the URL from the clipboard. Click "okay" and voila!
Hope that makes sense!
Roger