External link refused to connect

This is because some external sites do not allow themselves to be viewed within an iFrame, which is how you see the web page within Canvas.

Direct links to PDF documents also will produce the same error.

Alternatives:

1. Create a page with the weblinks for your course. If you have many weblinks, you can create a page per week/topic for that week's or topic's relevant weblinks.
2. For each link in Modules, edit the link, then check the Load in new tab option.