I presume you are talking about a signature link just go to your user cp panel located at the top and pick edit signature on the left hand bar, then type in your url.
as above, edit your signature, the icons at the top are self explanatory - welcome to the forums btw....
There is a minimum number of posts you need to have made before you can create a forum with link. So contribute first - get your signature later.
You can also link in forums in the post - usually by just placing the URL in the post. Just make sure what you post is relevant and you have read the forum rules about spamming.