Write a word, I usually use 'Here', and highlight it by dragging your mouse over it.

Click the "Insert Link" icon shown here.

   

In the box that opens, if you are linking to a page within your group, click where you see the top arrow and in the drop down click on the page you want to link to.

 

If it is a page outside your group then you would need to copy the URL of the desired page and  use Ctrl V on your keyboard or type the URL into the box indicated by the bottom arrow.  Don't copy the http:// as it is already there. 

 

Click insert and you will have a link when you post the message.