Inserting link in general documents.

[Time]

This may sound bit silly; but i really don't know how do we insert some hyperlink(URL) which gets open when clicked on it ;in any word document or pdf or on any social networking sites; where people normally write check this link:.. in general anywhere.

[sicarie]

It depends on the site. Usually word will auto-create links. I don't know how to do them in PDF's, but generally there is a 'markup' required either by character flags, or through a link (like in the reply box here, the globe with the sideways 8 character). It depends on what you're doing.