The Add URL Reference when creating a Guide won't accept :port based URLs. I'm trying to add a URL reference to a Guide Step that links to an Eclipse Help page:
http://localhost:52660/help/topic/...
If I take out the ":" for the port 52660, "URL appears to be malformed" error goes away and it allows me to create the URL. But the following URL reference then doesn't work...
As you discovered, to create a link to an Eclipse help page, you "simply" need to select the link and then copy and paste it into Guides Assistant (either in the Guides Editor or in the Concern Explorer).
It is true though that the wizard to manually create a link (i.e., by entering the URL) seems broken for Eclipse help pages and I'll put this on my todo list. URLs with ports seem to work for me for standard web links.