...
Open the Options Menu in the Tags Pane. Select Find.
In the Find Elements box, go to the drop-down menu, select Unmarked Links, and choose Search Document. Click Find.
The first unmarked link will be outlined in bright pink. Click Tag Element.
From the drop-down menu, select Link and click OK.
You will now have a Link Tag and Link OBJR Annotation in the tag tree.
Select the link tag in the Tags Pane to highlight it. Click the Selection Tool.
Highlight the link text in the Document Pane.
Open the Options Menu.
Select Create Tag from Selection.
Now the link text is paired with a Link - OBJR Annotation, both as a child of the Link Tag.
...