I don’t know if there are differences between the platforms and you’re on MBin and I’m using PieFed, so this might not be entirely accurate.

But I’ll open something and first I’ll click on “More” or the three dots and “Copy original URL”. That fetches me the direct link for something. And then I’ll use that in my comment. I’ll write it using Markdown. So square brackets directly followed by round brackets and the text I want to appear goes into the square brackets and the URL which it links to into the round ones. But there should be some buttons next to the text area to help you put in the link without remembering how the Markdown format works.