If you're using the regular editor:
Copy the link that you want to use. In the Auctiva listing page, find the button in the text editor that looks like a globe with a chain link on the bottom of it. Once you click it, a window will pop up and you can paste your link in the box.
This will create a basic link. Optionally, if you want to have it say "Click here to visit my website" (and have that a live link), first select the text that you want to convert to a link and then follow the steps above.
Keep in mind that ebay is very strict about the type of links they allow in an actual listing.