You’ve left http:// or https:// off the links. For example:
www.facebook.com/
will be treated as a relative link to the current URL, while:
https://www.facebook.com
is the actual URL to Facebook. You need to enter the whole thing so the browser knows that it’s a link to another domain/website. This applies wherever you enter links. It’s not a WordPress or theme issue, it’s just not writing URLs correctly.