This works great until you paste it into Mail, whereupon the underline is added back. To remove the underline from a link, just tap the already-highlighted Underscore button in the text panel (the paintbrush panel that we already used to change fonts). Many email apps will automatically recognize links anyway, so you may not want bother with this. You can also make the link into an email, or a bookmark link. From there, a popover panel appears, letting you customize the URL and the display name. In Pages, any text can be turned into a link by tapping (or clicking) on it, and choosing Link from the contextual menu. You may also notice that I removed the underline from the link.
