I think he's referring to adding links when you're writing, much like you would bold, and italics. As it happens, its the first ticked I'd created in github - https://github.com/tholman/zenpen/issues/1
Sorry if it seems misleading. The shared page here isn't actually the front page, but rather something little I show when the user clicks the little question mark on the bottom right... so the links where hacked in manually.
In retrospect, this wasn't the best idea, since the links also break the "quotation" functionality on the page. Lesson learned ;)