I was creating some documentation earlier in Evernote, I wanted to add some links to Github for scripts.
This was on the Mac, you can do it two ways, you can highlight the text and the right click and select Link on the menu, then it will display a dialog box for you so you can add in the hyperlink.
You could also use the keyboard shortcut Command+k, this will also display the box.
You can add in a Document link or a normal hyperlink.
I would really like to see adding a notelink for inside a note, so if you do have a large note you can add an index at the top of the page.
I am always interested in feedback so please feel free to add any comments, or you can mail me here. If you would like to submit a quick tip with full credit and links back to your site then also feel free to contact me.