Can Someone tell How to post a link inside a comment

I am running my head all around the internet and cannot find answer to my one question
"How can I post a link inside the comment"

It is not a regular blog and I have used all codes or formulas I have seen and used since long but no way it is being posted, So I though I should take help of someone intelligent and more experienced than me.

Please do not give all those ridiculous ideas about the html tags as I am talking specific.

If the moderators allow me to post a link I want to mention…

Can Someone tell How to post a link inside a comment