New url link creation in 4.5–How to?

I don’t know if the software is buggy or I am, but I have to try about a half dozen times before I seem to get by chance a sequence of events that allows me to enter a hyperlink in my text.

Using visual editor, I highlight the target text. I click on the link button on the editing tools, the small in line box appears. I enter the url and then hit the arrow button (apply) and the words are not underlined with a link. Or the text seems to be linked, but if I try to go on with my editing, the link disappears.

HELP! I have tried to find it in the codex, and the only things I could find were technical for developers.

Thankis.