This is a pretty straight forward page type to make use of. Simply go to Manage Pages, and Add Page; select the "External Link" type.
There are 3 major fields to work with here:
Enter Page Title: Basically, the name of the link as it will appear on your Navigation bar
Choose Page Type: When you select External Link, a new field pops up to enter in the URL you want to link to
Add as a Sub-page Of: Basically, if you want to make this a sub-page of one you already have, simply choose which page you want this link to live under.
Once added, you'll have a new link on your navigation bar, which will direct visitors to the URL of your choice. Enjoy!