The only way I know of to get a clickable link is:
Profile > Edit personal info > Personal Info tab > fill in the website field
This will make a little globe icon under your profile picture that links to the website. I think I read that other links were banned a while ago but some people were grandfathered in.
There is an option at Profile > Forum Settings > Settings > Forum Profile > Website URL. This will temporarily add a link but then after a few hours it disappears. I'm guessing the webmaster did some stupid hack of a cron job that goes through and removes them periodically instead of just removing that option.