Javadocs don't offer any special tools for external links, so you should just use standard html:
See <a href="http://groversmill.com/">Grover's Mill</a> for a history of the
Martian invasion.
or
@see <a href="http://groversmill.com/">Grover's Mill</a> for a history of
the Martian invasion.
Don't use {@link ...} or {@linkplain ...} because these are for links to the javadocs of other classes and methods.