Don't bother trying to use <a href= etc. That markup will be displayed, not parsed.
To avoid seeing the URL--if you just want to see a link--then type the link in this format:
This results in a link that looks like this: [Nupedia.com]
Click on the "edit page" link below to see how the latter example was coded. It's not hard!
If I add words like external link and web link and outside link and linking to the Internet to this page, then searches on these words will return a link to this, the page that has information on how to do that.