Must be missing something here.
I've picked the "Attach this page to book" option, just as suggested, then highlighted a word on the e-reader. I've noticed that on the top of the book page a the attach icon shows up, so I clicked it. Now on the roght margin of the line where the highlighted word is, a little globe displays. When tapped with the stylus, the tablet gives me a prompt with the URL of the attached web page. Clicking on that URL leads me nowhere, though. The browser does nothing.
Completely puzzled at this point.

Thanks for the prompt reply!