This is how to setup a link library.
1. Go to either the documents section or the library section.
2. Use the drop down arrow.
3. Select the links library.
4. Press the blue plus button in the top right corner.
5. Paste the URL you want to have in the link library.
6. Select a name for the library
8. Go back to the documents section and choose the link library overview.
9. Press this button to be taken to the pasted URL.