It's easy. You just have to be logged in to Associates, then go to Amazon, find your product and click Link to this page. You'll have an option between a widget and a text link, all you have to do is copy paste the html code into your page or post.
If you want to link to your product from somewhere that doesn't support html (twitter for example), you'd right click on the product link in the widget preview and click copy link address and paste it into your tweet. That will just give you the url without anchor text or html tags.
There are plenty of plugins that can mass-post Amazon products automatically, but most are premium. I'm using WP-Zone Builder, which I would seriously recommend for sometime down the road.