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