Date of publication. Date you last visited the site. Alphabetize your list and indent all data after the first line of each entry. CIA World Fact Book. 1999. Central Intelligence Agency.
Some sites object to links.
If your link makes it appear that you created the work on another page, then you are in risky territory. When in doubt, write for permission. Although students may not get responses from busy webmasters, they should learn to ask. We should also teach them to save copies of their replies for documentation. Some teachers encourage students to create their own illustrations and original art work, in order to make sure everything is legal.