QGIS - Convert a text field to a clickable hyperlink, hotlink, or URL?

Go to properties of the layer with right click and properties

This, show you a properties of the layer, find the option Actions and select the green plus

This will show us a wizard to configure the action, in Type: select Open and in Description write, “Open file” for example. in the Action text put: [%”name_of_the_field_have_the_url”%], like this:

Press ok and ok.

Finally, select this icon

The option open Url and click in your layer to see the field you linked.