The link box will appear. There are 2 common ways to add links:
Link to an external link, e.g. www.google.com. Simply enter the URL into the box and click 'ok':
Link to an internal link, e.g. www.yoursite.com/contact-us
To do this you do not actually have to type in the full link to your page. Instead, enter the relative URL into the box and click 'ok'.
The relative URL is just the name of the page you want to link to. So in this case '/contact-us'.
Supadu already knows you are adding it to www.yoursite.com, so the end result will be www.yoursite.com/contact-us