Go to your Twitter page. Visit your Twitter page at http://www.twitter.com/YourTwitterUserName. Once you're there, scroll down your list of Tweets until you see the one that you need to link to. If it's an older Tweet, you may need to click the "More" button at the bottom of the page until you see it.
Click on the Time Stamp. Underneath each Tweet, you'll see the time that it was posted. This might be something like "2 seconds ago" or it might be an exact time like "6:24 AM Feb 8th." Either way, click on the time. This will cause the Tweet to open in its own page.
Copy the Tweet's Link from Your Browser's Address Bar. Now that the Tweet is on its own page, you can just copy the link from the address bar of your web browser. For example, the link to the Tweet in the illustration is http://twitter.com/ContestsGuide/status/8911165439.