There are actually only a couple of different ways to add an external link to a blogsite tab:
1) Via your WordPress admin; on the far left, you will see the Links menu. Click the down arrow to open the sub menu, and click Add Link.
You CAN categorize the links, however, they will ALWAYS appear under the Links button in the menu - you can change the name of the Links button from within your sitezadmin > Edit Site Menu section.
2) Add them via your sitezadmin > Edit External Links section. Adding them here will add another BUTTON to your site menu, which can be clicked to navigate directly to the other site.
Either way you choose to do this, the link WILL be direct to the other page or site, and will not require visiting a sub-page at all :)
You can also add a external link to the body of a Page by simply typing it into the text section, clicking and dragging to highlight, and then clicking the "link" button (liiks like a couple of links on a chain) which will have appeared in the tool bar above the field!
Just make sure you alwys Save & Publish your changes!!