In PebblePad, to create a link to either a website or one of your other assets, you just need to highlight the text you want to become a link, then when the menu appears click on Link and choose either Asset or URL. You may also link to Email Addresses and Resources.
If you selected Asset, you will be prompted to select the asset you want to link to. If you chose URL you will need to type in the website you wish to link to when prompted. Then you're done!