In most cases, external links belong in the "External links" (or ELs) section at the bottom of the page or in the Infobox. These provide entryway to information that doesn't belong in a Wikipedia entry. Official websites, interviews, and video resources are common examples.
Just to be clear: external links do not belong in the the body of an article. If you see an outbound link in an article's main text, you can change it!
Also, do not confuse "ELs" with citations or the "References" section, which often include outbound links, but are considered separately.