When you're in the window to write a message, click on the button labelled "http://". That will open 2 subsequent windows - one for what text to display in the message, and one for the actual link.
The text can by anything you want. It can be 'x' if you want. That's nothing more than free text, which is why it varies from post to post. In some cases a person posts a text description, in other cases they simply paste the link.
This one simply uses a text
While this one actually shows you what the address is: http://nissanmurano.org
I tend to use both methods - it just depends on what I'm writing about. If the actual address or site name is pertinent in any way, I'll display the address. If not, I'll just use a text description.
If you mouse over both links, you should see in your status bar at the bottom of your browser that they point to the exact same place.
It's no different from the programming of most public websites such as ESPN or CNN (for example). It's just giving you a quick way to enter the information via that button without having to know the actual HTML tags that are used in coding web pages.