I am pretty inept at this, but I still don't know how to put web links into my blog. I put in the URL address in my text, highlight it, and then press the blue LINK button. It does some code thing to the address, but when I do a Preview, there is no link. And how do I fill out the form that comes up? Any help is most appreciated.

There's documentation here, which may be helpful:

 

http://en.support.wordpress.com/links/