Hi, Katy, I'm a web developer, so I'll try to help.
However, you need to be more specific. Where do you want to link from? What do you want to display? A simple link in your AW signature or on a forum post to your Twitter/Facebook account? Or do you want to embed your Twitter feed/Facebook entries in another web page?
If it's just a link you want, you need to type the right address (substituting your own user name!) and it will automatically be linked:
http://twitter.com/annelyle
or
http://www.facebook.com/AnneLyle.writer
Or you can type something like "Follow me!", select that with your mouse, click on the hyperlink icon in the editing box's toolbar (a globe and chain) and type or paste the correct address into the pop-up box.