Step1:Go to the document library where you want to add a link.
Step2:In the top left menu, select New, and then select Link.
Step3:In the Create link to dialog, enter the link.
Step4:After you enter the link in the Create link to dialog, the File name field appears. In the File name field, enter a name for the link, and then select Create.
Step5:Alternately, you can select New > Link, and then select an item from the Recent list. A link is added to the document library automatically without the need to enter the address or filename.