For one thing, you should generally avoid links in your cover letter. The correct way to refer to the position/advert is simply:
the position of Top Dog at Alpha Kennels.
No links are needed at all - they've advertised the position; you're sending it to the specific contact listed in the ad; they should now what you're referring to. If you really insist on referring to the specific ad, leave it as:
as advertised through Job Portal.
(or Newspaper, or whatever). No links.
Footnotes in general
Cover letters are not supposed to be academic essays - they need to encapsulate an introduction; your reasons for wanting the position; the reasons you believe you fit the position; and a reference to your included resume. In almost all circumstances, this can and should be done in no more than three paragraphs on a single page.
It is possible for someone reviewing applications to see hundreds of such cover letters for only one opening. At the very least, they will likely have to view dozens. They don't want to spend a lot of time reading your cover letter or following footnotes and references.