Links are what makes the Internet work, at least from a user perspective. I think your question might need a little clarification. Where are you trying to link to, and where are you trying to place your link? There are always two parts to a link.
Where the link is placed and where it links to.
You don't need anyone's permission to link to anything. You can do so freely and as much as you want to.
I wrote an article on creating a hyperlink in html: http://www.waynejohn.com/post/2008/06/14/Creating-... that you might find helpful. However, most of the sites these days allow you to select the text and then click the 'create hyperlink' button. Once you do that, a form should display that allows you to type in the url (address) of the site you want the link to point to.
I hope that helps. If you want to ask any further questions, I help many people from my blog at www.waynejohn.com. Feel free to join me there and ask as many questions as you'd like.