I have done this, but the webpages don't appear.
\begin{thebibliography}{99}\\
\bibitem{work1}...\\
\bibitem{work9}J O'Connor i E F Robertson: Squaring the circle [en línia] <\underline{http:www-gap.dcs.st-and.ac.uk/~history/HistTopics/Squaring_the_circle.html}>.\\
\end{thebibliography}
urlorhyperrefand use the command\url{http:www-gap.dcs.st-and.ac.uk/~history/HistTopics/Squaring_the_circle.html}or (probably in other contexts)\href{http:www-gap.dcs.st-and.ac.uk/~history/HistTopics/Squaring_the_circle.html}{click on this link!}. Most important: do not do<\underline{http:www-gap.dcs.st-and.ac.uk/~history/HistTopics/Squaring_the_circle.html}>! I also wonder what all those\are meant to be doing in your.texfile. – jon Oct 21 '16 at 19:07\bibitemshould be separated from the next one by a blank line. Remove the\\you have. – egreg Oct 21 '16 at 20:26