It would be the same way you link to any other website.
- Highlight and copy the URL in the address box at the top of the page for the thread you want to link to
- Use the link HTML to create the link
For example--
this link was created by inserting the following code:
<a href="http://www.freerepublic.com/focus/f-news/2955753/posts">this link</a>