[ Update 2025-03-24: Commenting is disabled permanently. Previous comments are archived at web.archive.org. ]
Most of the terminal emulators auto-detect when a URL appears onscreen and allow to conveniently open them (e.g. via Ctrl+click or Cmd+click, or the right click menu).
It was, however, not possible until now for arbitrary text to point to URLs, just as on webpages.