*If you have not done so, please feel free review this tutorial on how to add a basic link before proceeding.*
STEP 1: Find or create the text that you want to be your link. Next, highlight that text and click the Link icon above.
STEP 2: Click the Browse Server button to open up your website's file browser, navigate to the file you wish to link to and double click on it.
Finally, click on the Target tab and select New Window (_blank) as the target option. Click OK to place the link.
(Note: If you also need to upload the file to your website before linking it, refer to this tutorial)
STEP 3: Once you've added the link, hit Publish at the top right corner.
For a video tutorial on how to add in various links, click here.
If you wanted to link a YouTube video to your website, click here.
If you have any more questions, feel free to submit a support request here.