I searched all over the place to find a way to show the URL that the mouse was hovering over in the Awesomium web control, but I finally found it and I figured I would share it for anybody that was having the same issue I was. Although it is a VERY easy thing to do.

Step 1: Add a label to the bottom left or your form and name it "StatusLabel"
Step 2: Anchor the label to the bottom left
Step 3: Click on your web control
Step 4: Go to your properties window and near the top you should see a lightning bolt. When you move your mouse over it a tooltip pops up saying "Events"
Step 5: Find "TargetURLChanged" and double click on it.
Step 6: You should be in the code now. Add this code in that event and test your web browser.

Code:
If WebControl.HasTargetURL Then
StatusLabel.Text = WebControl.TargetURL.ToString
Else
StatusLabel.Text = ""
End If
Now when you scroll over a link in the control you should see the URL that that (I hate using double words...) links to.

Hope I helped.