Personally, I prefer the second example that they advise against. ("To download Amaya, go to the _Amaya_Website_ and get the necessary software.")
A link that just says "Amaya" could be an internal or external link, and even if it's clear from context that the purpose of following the link is to download Amaya (rather than, for example, read more about it), it's not clear whether it's a direct link to the file or a link to the download page.
A link that just says "Amaya" could be an internal or external link, and even if it's clear from context that the purpose of following the link is to download Amaya (rather than, for example, read more about it), it's not clear whether it's a direct link to the file or a link to the download page.