He's talking about when you put your mouse over the words, left click, hold that down then scroll over the words you want. There are other ways of doing this as well, you could just wrap the url tags yourself, that's what I did. But most folks work better with GUIs.
So, for you to use the GUI provided here, type out what you want the link to say (this is creating what is called a "hyperlink"). Have the url ready. Highlight the word(s) you want to become the link, then click the little world with the chain link below it.
A dialog box comes up pre-populated with the http:// bit, backspace that out. Then right click inside the box, hit Paste, then hit the Enter key (or click "Ok"). Et, voila. Hyperlinkage up the yin yang.