Selecting icons and making them links

I am having great difficulty selecting icons and adding links to them. When I try to highlight the icon to bring up the menu, my selection is lost and any links I add are not added to the element I selected, rather a new link is created next to it. I screen captured a video demonstrating this issue. At the end I am finally able to edit the google plus icon link but was never able to get the other icons selected and links added. Here is the youtube link: