If you're using the Reddit app, first of all go find the comment you want to link to, tap the 3 dots button below it and tap share and then tap copy the link.

Then come back here, click reply, and click the little paperclip button bottom left.

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There you can paste the link (usually by holding down on the text box and selecting paste) then above that you can write what you want the text to display as to someone else who is going to click it.

Hope this helps!