Word link in Slack

Update 2020-02-24

Thank you newswim for pointing out this new feature.

See https://slack.com/help/articles/202288908-Format-your-messages :

• Select text, then click the link icon in the formatting toolbar
• Select text, then press ⌘ShiftU on Mac or CtrlShiftU on Windows/Linux.

Copy the link you'd like to share and paste it in the empty field under Link, then click Save.

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This is not currently supported. See https://get.slack.help/hc/en-us/articles/204399343-Share-links-in-Slack :

Share links

To share a link in Slack, just copy and paste the URL into the message field and send. Most links will automatically expand to show a preview of the web page. Here's an example from the desktop app:

Note: It’s not possible to hyperlink words in a Slack message.

As answered by @wysiwyg, users are not allowed this ability.

On the other hand, applications are perfectly able to contribute hyperlinked text. For example: https://slack.com/apps/A0F81R7U7-rss . That app produces hyperlinked text into the integrated channel regularly.