So you may already have figured out how to apply the custom styles to the FCK_editor in Dotnetnuke DNN so it reads your css files and displays the styles accordingly while editing Text/HTML in the editor. As you noticed though, the link file still stays the default blue color. In order to stylize these links do the following:
Go edit the file: wwwroot > Providers > HTMLEditorProviders > FCK > FCKeditor > editor > css > fck_editorarea.css
Open that file and edit the lines 47 – 51. These current CSS styles for DNN FCK editor style the links. Delete the syles or change according to your preference so it reads the link styles in your skin.css or default.css files for your Dot Net Nuke site.
Need more info into stylizing the FCK Editor on your site? Let us know.