There are three ways.
Firstly, you can use the link button in your reply box:
This brings up this box, where you copy the page link into the top box and whatever you want the text to say in the bottom box:
This results in:
Secondly, you can just physically type the text you want into square brackets and then with no space copy the link into round brackets. This is exactly the same as above but without the forum helper.
Lastly, and this was added later and is the method I use, type whatever text you want, then copy the page link to your clipboard. Highlight the text in the reply box, click paste and it automatically turns it into a link. When you look at the formatting all these ways just result in square brackets of text followed by rounded brackets of the link but what method you use is up to you.
Have a go 
For lots of forum tips and tricks The Sandbox has loads of examples from when this forum was shiny and new after the switch over and lots of us oldies were playing with the new features. Everyone is welcome to play there and there’s always someone to help with stuff.