You can add the required HTML directly into the Copyright text box in Customizer > Copyright if you are using the Copyright Add on or the GP Premium add ons. For example:
Copyright %copy% %current_year% <a href="http://yourdomain.com"> Your Site Name</a> | <a href="http://yourdomain.com/terms-and-conditions/">Terms and Conditions</a> | <a href="http://yourdomain.com/privacy-policy/">Privacy Policy</a>
If you are not using the add on(s), then you can do so with the following PHP: