It depends what sort of links you want to add.
If they are for purely educational value you can add them either in the body of the article or as an additional resource. When you click to save the article it will offer up a warning to confirm that they are educational only.
Promotional links are only allowed in the Bonus Lecture, which has to be the final lecture of the course. When you add links to that you will still get the warning to which you can click "Proceed"
I hope that helps.
@GrahamNicholls covered the rules. To actually create the article I simply write an article in a text editor then cut and paste it into the text area when creating the article. You can then add formatting to the article using the formatting controls at the top. Select the text you want to link and use the tool that looks like chains to create your link.
Hope this helps,