To change the style of your link to display as a button:
In the WYSIWYG editor, place your cursor in you link text
click on the Formats dropdown in the menu area
Navigate to the Icons Buttons, then click on a button style
You will then see the link change to a button. It may appear with a light blue background, this is to note you still have it selected and this is a link. Once you click outside of the editor, the style will display properly