Click the tool icon "insert/edit link" (looks like a globe with a link of chain in front of it.)
A small box will open and you type the URL and then click "OK" and you're done.
If you want to link to a document (like a .pdf or .doc) follow steps 1,2 and 3 above, then...
4. Click the "upload" tab towards the top and browse the the location of your file, open ithe file, and click "send it to the server" Click "OK" and you're done.