Anchor Hyperlink
From the menu go to: Insert > HTML Tags > Hyperlink...

Use Hyperlink to connect your document either locally or externally.

Content:
Highlight existing text you wish to link. If no text exists, enter desired link name in content field. The link will then be inserted at your cursor position.

Route:
Direct (default): Direct link to another document (../website/page.html).
World Wide Web: Link to an HTTP address (http://www.domain.com/).
Email Address: Link to an e-mail address (mailto:email@address.com).
FTP Server: Link to an FTP address (ftp://username:password@ftp.domain.com/).
Newsgroup:Link to a newsgroup (news:alt.groupname).
View Source: Link to an HTTP address and view it's source in default text editor (view-source:http://www.domain.com/).

Target:
_blank loads the linked document in a new, unnamed browser window.
_self loads the linked document in the same frame or window as the link. This target is the default, so you usually don't have to specify it.
_parent loads the linked document in the parent frame or parent window of the frame that contains the link. If the frame containing the link is not nested, then the linked document loads in the full browser window.
_top loads the linked document in the full browser window, thereby removing all frames.

Link:
Enter the access path and the file name. You can also search for the file in your folders by using the Open button.

Click Insert to insert into your document.

Example:
if:
Content = Alleycode
Route = World Wide Web
Target = _blank
Link = (http://)www.alleycode.com

Displays: <a href="http://www.alleycode.com" target="_blank">Alleycode</a>