TWiki doesn't have a "Link" button in quite the same way... I can't remember what the new WYSIWYG editor has instead (well, it does have a graphic link button, but I'm pretty sure it's for external links where you already have an URL to put in), but you can always fall back to making a CamelCase WikiWord, or use double [[brackets]] to create the link-to-be.
There's a similar video for RSS (feed) usage, which is also potentially useful. I subscribe to several Phoenyx lists via feed instead of email these days. As the web interface improves (and it is going to, I promise), that will probably become more and more the method of choice.
