Use an anchor element. The HREF attribute specifies the URL of the document that you want to link to. The following example links the text "Web Authoring FAQ" to <URL:http://www.htmlhelp.com/faq/html/>:
<A HREF="http://www.yoursite.com/faq/html/">Web Authoring FAQ</A>
How do I create a link that opens a new window?
<a target="_blank" href=...> opens a new, unnamed window.
<a target="example" href=...> opens a new window named "example", provided that a window or frame by that name does not already exist.
How do I let people download a file from my page?
Once the file is uploaded to the server, you need only use an anchor reference tag to link to it. An example would be:
<a href="../files/foo.zip">Download Foo Now! (100kb ZIP)</a>