Could I get information how I can to do that?

Can you explain what you mean in more detail? 

1. Do you want to link to another website? That's already possible: https://www.google.com/

2. Did you want to rich embed a particular tweet, video, sound from another website? Thats already possible with supported oembed sites: 

(Copy the full URL on its own line, and it will become a rich embed.  Not all sites are supported.