Comments on any Stack Exchange site, use a subset of the original markdown rules, which is called as Mini Markdown.
The general format, if you want to hide the link in your comment, is:
The Anchor text of the link goes with the square brackets and the link goes into the parenthesis.
Hence below link:
will look like:
This technique can be used in the answers as well.
Another useful trick is to provide a title text for your links. This can be done using the following format.
Hence, when you hover over the following
You will notice a small pop up text, that reads "Profile of Rickross". This may not be compatible with all mobile browsers though.