There are many different Social Media opportunities and different ways that anchor texts are activated. Some will permit it in the HTML or by code others will require that you use the raw URL.
There are many tools and software available now to automate your Social Media presence. There are also a number of research tools to help identify what words to use and when.
Whenever you send out Social Media always make sure to perform a spell check. Nothing is worse than sending a Tweet to all of your followers with a spelling error or the wrong caption. It is easy to hit send, and impossible to recall an erroneous Tweet or posting.
I recommend that beginners start with a Facebook and Twitter account. Become comfortable with the process before expanding to larger and more complex territories. Unless you are completely comfortable with doing you own Social Media, I recommend using one of the companies that have sprung up around the world that provide assistance.
In conclusion, Social Media is an inexpensive and simple way to gain massive amounts of traffic to your web presence.