Unfortunately, the kind of "hyperlink" or "clickable link + open a browser" behavior we are used to seeing, like say: https://mods.factorio.com, present in the game's own Mod Manager and Entity Inspector, is not functionally reproducible by mods. The game engine only exposes a subset of buildable GUI elements that modders have access to.
Factorio engine GUI implementation
│
├── Native game GUIs
│ ├── Mod browser
│ ├── Entity inspector
│ └── etc.
│
└── Lua GUI API
├── button
├── label
├── sprite-button
├── textfield
├── scroll-pane
└── ...
It's probably a good thing too, because otherwise more nefarious modders could embed dangerous links into enticing looking buttons. Even here with simple markdown I could put [Innocent Link To Google](www.totallynotavirus.xx#embedbitcoinhack) and it would just look like Innocent Link To Google (<- links back to here). Always look at the link preview when hovering over text-links, before clicking.
Believe me though, if it were possible, the mod-links would already be clickable. Best I can do is its current state: an easy text field to easily select & copy the link.