When you click on the "Post a Reply" button, you are taken to the response window. Above that window are several UBB code options: B for bold-face, i for italic, U for underline, Quote for (unsurprisingly) quote, Code for a variety of functions, IMG for posting images, and URL for posting links.
If i type
http://www.able2know.com, it will automaticallly make this into a "clickable" link.
But if that would take up too much space, i can type the following:
Click here
. . . and the UBB code will embed that link, just as Walter did with the word "Source" in the post you asked about.
None of this is working in this post which i have typed, though, because i selected the box below the response window which disables UBB code in this post (and only this post). I will repost this without disabling the code, so that you can see how it works.
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Here i have repeated the post--but the default option is for UBB code to work in a post, so you get the embedded link for "able2know."