When creating links in your world, you will usually be linking to your own articles—in which case you should use the mention system. But if you want to link to a web page that is not part of your world, you can use external links. With the Visual Editor, it's as simple as pasting the link in the article.
If you're using BBCode with the Advanced Editor, use the [url]...[/url] tag, like in this example:
To make the URL open in a new tab, use the |tab argument, like this:
For more information and help with BBCode, check the Guide to BBCode formatting.
Advanced use: open in parent frame
There is another parameter, |parent, for users with advanced technical skills that want to use iframes with the world. Setting this parameter, like the following example, will set the target attribute of the link to _parent (if you don't know what any of that that means, you don't need to worry about it).