How to create a LINK:

Select the text you want to link >

go to "Behaviors" icon on the bottom menu >

"Go to URL" >

type the link you want "http://...." and press "Apply"

If you want to upload your own stuff:

Click on the "Media" icon on the left menu >

"My Media" >

Choose the type of media you want to upload.

Follow the prompts to upload from your own comp. or URL