Go to the site, copypaste the address onto a page here.....it is that simple, the system will do the rest.
If you want a nicer looking link you can use the explainations of the vB codes to do that,
[ url="Insert your url address here
"]type you links text here
And note that to stop the system from using that particular code, I have spaced the first bracket, one space away, from the 'url' as to fool the machine, so it doesn't hide that writing.