I'd like to suggest just a small amount of wordsmithing here to include "or a specific file" in this FAQ a couple places. The procedure is the same for including a link no matter what the final destination is, so it'd be nice to spell that out a bit more.
Change #1: Make the title of the FAQ something like "How do I add a link to another website, another journal, or an individual file in my entry?" (I put 'website' first because that matches the order of information presented in the FAQ itself -- it currently goes website first then journal, but the current FAQ title says it the other way around. Might as well match.)
Change #2: Somewhere after both of the existing examples but before the 'make an image a link' example, put something similar to "The same general coding examples above can be used to link to an individual file hosted on an external website."
I don't know if there's a need for a specific example of linking to an individual file. It would probably make it too cluttered for not enough benefit. But I think it'd be nice to work in there that yes, you can use the <a href> code to link to whatever you want, basically.