Any user doc on how links are to be used?
Try in the menu of FreeMind Help > Documentation. There sure is a remark on how to use links.
I should better answer the question rather than point you somewhere.
To set the link of a node, press Ctrl + K and enter URL address. Alternatively, you can just drag and drop URL from your browser. You can also set a link by file chooser, using popup menu > Node > Set link (file chooser). Also, if you paste the content of a web page into the FreeMind, the links are pasted too, though you have to sometimes enter the base URL FreeMind asks for. To create link to a file, just drag the file from your desktop or any folder and drop it to a node in FreeMind, that works at least on MS Windows.
When I paste content from the web into FreeMind, the links will no longer paste. This used to work w/ FreeMind .8, but now I am using .9.0 on Windows 7 and it only pastes content into one big block. Even if I split the node, it doesn't retain the link from the website. Is there a trick to making this work?