Are you talking about referencing another post from this forum (or even another website)? If so, just highlight the URL in the address bar of your browser and hit ctrl-C to copy it:
link1.jpg (64.58 KiB) Viewed 2462 times
Then paste it into your post using ctrl-V. After you paste it into the post you will need to surround it with URL tags like this:
link2.jpg (9.12 KiB) Viewed 2466 times
The post will display a link in blue with the words "This is a link to this thread" like this: