Thank you for your question. Yes, you can link to a wordpress blog. I recommend installing Wordpress in a subdomain, or subfolder, so it will be separate from your primary website.
Here is a link to a general page on HTML links.
How you create the link will depend what CMS you are using to build your website. For example in Concrete5, Wordpress, and Prestashop, the a menu link will be added in different locations.
If you have any further questions, feel free to post them below.
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