As with most things there are many ways to post a link to another website.
Here are two:
In the Quick Reply box, you can just paste the link (example http://bigfinish.com) When you click “Post Quick Reply”, the link will look the same (http://bigfinish.com)
Make sure you are in the main “Reply” screen (on the right hand side of the Quick Reply box) If you are quoting another post, you will already be in this screen:
Type your post as normal and when you want to add the link, click the “link button” on the menu
In the box, type in some friendly text, so other posters don’t see the link (useful for very long web links) and the web link
Then click “Create Link”
You should now see the friendly text, in blue (Big Finish Website). Clicking the text will take you to the website. sometimes The forum software will convert the link into a preview of the site you are linking to (for example Youtube, Twitter).