Copy your link.
In the top of the reply window is an icon of a tiny blue 'world' with a little link at the bottom of it. When you hover your mouse over it it says "Insert Link". Click on that. In the box that pops up paste your link. Click OK.
Note that what's pasted has part highlighted in blue. Before you click anything else, type a name for the link. It will replace the highlighted text with your link name.
Make sure you click after
for any additional text you want to add in the Reply field.
Clear as mud?