I would like to provide students with links to external resources so that they can explore the topic on their own, but the video exercise is just a video; shouldn’t I write the full web address so they can see it?
The slide decks created for video exercises are also available to students as PDFs. These PDFs can be downloaded directly during the video exercise and are also available in each coding exercise under the “Slides” tab in the console/shell. The links in the PDF are clickable, and therefore all web addresses should be written using Markdown syntax to allow this functionality. Here's an example: