Yes, it can be easily done by copy/paste. A link is treated as normal text in SMS messages. Most mobile browsers allow clicking on links. You could also use URL shortening services like bit.ly to track clicks. You should not send html tags in text messages.
NOTE: not all countries/networks allow links in SMS. UAE and KSA filter all messages that include any links.
+ Do you have contracts/monthly sending limits?
+ How can I get official quotation?
+ How do I activate API on my account?