As the documentation is processed you need to put the "link tag" to actually get the link in the documentation output, The tag is {@link thelink}. For an existing example check the CController::redirect() method - http://www.yiiframework.com/doc/api/1.1/CController#redirect-detail

So in your example it would be (with a bit of refrasing)

`0 is always returned. See {@link http://php.net/manual/en/pdostatement.rowcount.php} for more information.`