I edited your post so you can see how it I did it by clicking on 'Edit'. If you do that, you can see the code.
As for how to do it. Type the the text you want, in your case, it was 'Build Thread'. Now highlight the word or words that you want linkd.
Next, click on the icon that looks like the Earth with a link of chain under it. A pop-up box will open, past in the link to the thread that you want.
Click OK. That's all there's to it.