Start by adding a new topic as usual. In the New Topic Wizard select the WEBLINK topic type. It really doesn't matter which type you use, but WEBLINK happens to display a different icon (a document over a globe) to differentiate it from an internal link.
To make the link go out and access a Web Site you need to do the following in the Topic Editor:
Here's what this should look like now:
Notice that the icon for the West Wind Web Monitor Web site looks different identifying it as a Web link.
For example, my pricing page tends to be fairly complex so I prefer to create it in FrontPage. Again here set the External Link checkbox and type in my URL. In this case the URL points to a file in my project:
html/pricing.htm
which lives in the HTML subdirectory I created. I can now click on the Explorer icon above the edit box to edit this HTML file externally using whatever HTML editor I have set up. The final displayed page looks like this: