Almost all Twitter users incorporate links into their tweets on a regular basis. You can insert links to Web pages, blog entries, or even other tweets. The toughest part of including these links is getting them to fit in the 140-character limit while leaving yourself room to say something about why you're sending the link.
To add a link, you can either type it directly into your tweet or, more commonly, copy the link from your web browser's Address field (Ctrl+C copies) and paste it (Ctrl+V) into the What's Happening? box where you type your tweet.
If you want to link specifically to one specific tweet, rather than to a user's account, first click the day and time at the end of the tweet itself to go to the permalink page for that tweet. You can then copy that link into a tweet of your own.
A URL shortener is a tool designed to manage exceptionally long URLs so that they don't "break" in e-mail and so that they're easier to copy and paste. Sites like TinyURL.com, is.gd, bit.ly, and budurl automatically shorten a link into a shorter set of numbers and letters that forwards to the original link and can cut the link's length down by as much as 70 or 80 percent.
Twitter uses its own t.co domain to shorten links in your tweets, but it's done after you post so that you don't get to use the full 140 characters. Visit one of the other shortening sites for ways to shorten URLs in advance.
Remember to include a short reason for the link (otherwise, your Twitter followers don't know why they should click it), such as a headline or a hook that tells them why they might want to click. This is a real art. Some of the most popular tweeters have large followings because they're good at giving reasons for the link, and their stream is enjoyable to read.
It's nice to give credit to a fellow tweeter by typing @username if you're sharing someone else's tweets or links. Typing @ followed by a Twitter username automatically links to that Twitter account Profile page so that you can see more about who that person is.