Open the replay. Right click in the address bar and copy the address and then paste it in your post. This won't be an active link, readers would have to copy and paste it into their browser.
If you want it set up so that you just click on it you would use the chain link in the toolbar of the post you're writing. Paste your link in your post, highlight it and click the chain link. Paste the address there too and click insert. The link will be active.