You can insert links to websites and webpages into your Notezilla sticky notes.
Just, Copy the website URL and Paste it in the Notezilla sticky note. A link to the website will be created instantly. When you click on the link inside the note, the website will open in your browser from within the note itself.
From Notezilla 9 onwards, you can also add inline hyperlinks. Just double click inside a sticky note to go to the edit mode, select an existing text, right click and choose "Insert hyperlink" to add an hyperlink if you are using the Standard editor. If you are using the Markdown editor, you can click the "Insert hyperlink" from the bottom Formatting toolbar.
Also you can insert links to your system Files and Folders which is explained here: http://www.conceptworld.com/qa/1201/inserting-hyperlinks-files-and-folders-windows-sticky-notes
You can watch this video for more clarity: