This useful page explains how to make a link. I had forgotten how to do it, and could only find the page by beginning to post a question on the Meta site, which would not be an obvious way for many users.
When you are writing a comment, you can click on help and you get the following:
When composing an answer, you can click on the question-mark for help and then on links to get this:
In either case, the explanation how to insert links is at most two clicks away. (It is not exactly the same text as in your link, but it seems sufficient to me.)
Try visiting the site as an anonymous user, you'll find that the formatting help is displayed prominently inside the editor for new users.
A short summary of the formatting options also displayed for everyone in the sidebar on the right when the post editor is selected. And you can access the full edit help by clickling on the question mark at the top right of the editor.
There is also a link button in the editor that can create a link without any need to know the exact markdown syntax.