I think I have something - I don't have all of your code for reference, but based on your clues, it seemed like this was fairly easy:
$(function(){
var myEditor = new nicEditor({fullPanel : true }).panelInstance('editor');
nicEditors.findEditor('editor').setContent(
'<a class="someclass" href="http://www.google.com">Click Here</a>'
);
$('.nicEdit-main').on('click','.someclass',function(){
alert('clicked');
});
});
If you want to do anything more specific, you can also pass the event to the click handler and act upon those in a normal fashion.
Let me know if this resolves your issues.