The drag & drop editor proofs your mailing with each save, and you might receive an alert that there's something wrong with a link that you know is typed correctly. (You can click the What's causing this? link to see the URL in question.)
Some sites are coded to return our ping by saying "Yes, I'm real." Other sites are not. If the site doesn't reply, we list the site as being possibly problematic so you can double-check as a real, live human.
Make sure to send yourself a test of the mailing before sending it to your contacts so you can test the links from your inbox. If they work in your inbox, you should be A-OK.