Moodle has a feature that automatically links to activities when those activities are named elsewhere in the course. Here is how to turn that feature on.

1. Click on the gear and select Filters (in Clean theme: Course administration > Filters)

2. Scroll down to find the Activity names auto-linking and change from On by clicking on the drop-down menu from the arrow. 

3. Scroll down and click on Save Changes, this will return you back to your course.

4. When you add a new activity or resource, and include any link, the link will show up in blue and when clicked on will open up.