Hello,
there is no need to enter SEF URLs to the content of the article. Moreover it is not recommended at all!
The reason is simple, if the SEF URLs changes from any reason, the link will stop to work unless you update it manually.
Therefore, always use the URLs for internal links in the original non-SEO format! They will get translated automatically when the article content is being parsed. And if the links or format of SEO links changes, the change will be applied automatically to all site internal links.