OK.
Say, you want to insert a web address into the phrase Interview with Ian McEwan.
You need to Copy or Cut the web address where the interview (or whatever) is located first.
Let's say, the full address is:
http://www.scotsman.com/lifestyle/books/features/interview-ian-mcewan-author-1-2474675
Then, back at the WLF, you type the phrase, Interview with Ian McEwan.
Highlight the whole phrase by using your mouse (going backwards, the phrase should become completely black.)
In the menu options on top of the message window, click on the blue globe icon, next to the blue-globe-with-red-cross icon (that one you use to UNlink a phrase).
A separate window should pop up. You paste the web address you originally copied or cut (from the website of your choice, the one presumbly "housing" the interview with Ian McEwan, and click OK.
The highlighted phrase now stores the web address of your choice, and if you click on it, it should take you directly to that webpage.
Except, after Stewart's last cleanup, the text does NOT stand out in red, it's still black like the rest of your message, so it might be hard for others to see that you've linked a certain website to one of the words or phrases within your message. So I usually highlight the phrase of my choice a second time, and color it red. You can choose any color, of course, from the little square box that looks like the letter A in bold, with a tiny downward-pointing arrow next to you, see it?