In the post for OpenTTD 1.2.0-beta1
NewGRFs now can display readme, changelog and license information ingame via convenient buttons from the NewGRF dialogue and can link to their Website which will open it in your favourite browser.
How is this achieved in NML or where do I find the information?
That's not directly related to NML. You simply have to provide the readme.txt, changelog.txt and optionally license.txt when uploading the NewGRF to bananas (e.g. all that bundled in a single zip file for upload there; you can select a license also on upload, then you don't need to supply the license file). For testing purpose locally, it suffices to put everything in a tar file or a common subdirectory within the newgrf directory.