If you are trying to recreate the box with the "hyperlinks"
It depends on where you are editing the text. If you enter the text in the "type your text here" then yes, hitting <enter> will create a new box. Instead use soft return, <SHF><ENTER>.
If you edit the text directly in the boxes you can use either <enter> or <shf><enter> to create multiple lines.
You won't be able to insert "working" hyperlinks, they get converted to text only, so if you want people to go there you will have to show the full web address for them to type it.
SmartArt is "smarter" than inserting static Shapes, but it's smarts are limited, and very channeled. It can do a few things well, but as soon as you try to do something unusual it refuses to cooperate.
Speaking of unusual, I just accidentally found something new. I was deleting text from the bottom when that isolated box popped up in the upper right corner.
I was able to create more separate "charts" inside the single "smartart" . Live and learn.