There is no setting on your pc that makes it possible. It depends on the setting that the message board/forum has setup. Some don't let you post links. If they do, they you typically need to use fourm code or BB code. Most forums will tell you how they format stuff. Once you find out if you can add links on any given forum, and if you are not sure how to use that particular kind just do a quick Google search for it. Often times forums will have a quick editor that you can use or advanced and it has WISIWIG buttons that make it super simple to add links.
There is no setting necessary to do so. You can add links via html or BB code.
Here are two examples how your code should look like:
Other people asked questions on similar topics, check out the answers they received:
Other people asked questions on various topics, and are still waiting for answer. Would be great if you can take a sec and answer them