A link is the http adresse in your server display.
for instance the link to this page http://community.rapverse.com/showthread.php?t=157233

all you have to do is write it letter for letter and you have created a link.
To put in in your sig go to user cp then write it in your sig.
If your asking how to have a title for your link saying. I am unsure how to do that. But I will find out soon and post it.
pz