To create a link in your WordPress post or page, highlight the text, then select the link option from the context menu. You can then enter the URL and choose whether the link should open from the current location or in a new tab.
A good practice for deciding where links should open is:
- if the destination is another page or post on your website then it should open from the current location i.e. you should navigate away from the current page to the new one;
- if the the destination is a page on an external website, or a document (such as a pdf) then it should open in a new tab.
The idea behind these design choices is that you want to keep visitors from navigating away from your website. A new tab will allow external resources to be opened without the visitor leaving your website.