You can store links in a mysql table, however, if you are taking to appropriate steps to avoid mysql injection your special characters will be changed. in PHP when you want to output the data use something like this and you'll be fine.

In this example $arr['note'] was what was retrieved from mysql that contained the link and other text.

$decoded_text = html_entity_decode($arr['note'], ENT_QUOTES, 'UTF-8'); echo $decoded_text