If, while typing out your post, you click the little question-mark that appears above and to the right, you'll get a handy-dandy Markdown reference. Clicking on HTML provides this illuminating text:
Block-level HTML elements have a few restrictions:
- They must be separated from surrounding text by blank lines.
- The begin and end tags of the outermost block element must not be indented.
- Markdown can't be used within HTML blocks.
So you can use whatever links you want, if you use a Markdown-style list (wanna know how? Go back to the Markdown reference and select "Lists"!) but if you use a HTML list (
<ol></ol>) you'll have to use HTML links (
<a></a>) within it.
It occurs to me at this point that some readers might not know how to distinguish between span-level HTML and block-level HTML... Span-level doesn't necessarily end up in a separate paragraph (bold, italics, links...) while block-level will (lists, code blocks, quotes...)