You can include a link to another document by entering or copying the “native” link into the letter template. You cannot copy a link that is shown as plain text like “click here”, it must be the actual link.
If you do not want to use the native link, you can create a separate document in Word that has the link with terminology like “click here” and then use the Save-As function to save the document as a PDF. Then in your letter template in PeopleWerksHR, include the PDF as an attachment.