As the same editor is used throughout the system the method to create a clickable link is the same.
First, create your content
Then Highlight the word you want to use for the link
With the word selected click the chain link icon
Enter the link in the URL box, you can add a title and decide if this link opens in a new window.
Once set click Save
The message now contains the link and is underlined in line with normal hyperlinks
The message can now be sent