Well, the easiest way is to install the HTML Tag Plugin, which has buttons which do just that.
But if you’re really thinking about the generic procedure, rather than the <a>...</a> wrapping specifically, you could record a macro:
Select Text Macro > Start Recording Cut (Ctrl+X or menu equivalent) type <a> paste (Ctrl+V or menu equivalent) type </a> Macro > Stop Recording Macro > Save Current Recorded Macro optionally assign a keyboard shortcut that you will remember.From then on, using that macro (from the Macro menu or from the keyboard shortcut) will place the selected text between <a>...</a>. Since the macro is saved in shortcuts.xml, it will still be available the next time your run Notepad++.
(Please note that this macro does clobber your current clipboard contents; if this bothers you, using the HTML Tag plugin will be better)
Online UserManual: Macro Overview: https://npp-user-manual.org/docs/macros/ Online UserManual: shortcuts.xml macro syntax: https://npp-user-manual.org/docs/config-files/#macros