Inside of normal chat conversation (channel- or query messages, notices etc), nope.
You may create your own hotlink events for custom windows, and you may have a "link" item in a dialog of yours run some url.
Example of a dialog item:
link "mIRC Discussion Forums", <ItemID>, 10 10 200 10
Example of an associated dialog event that will open the website in the default browser:
on *:dialog:<Your Dialogname>:sclick:<ItemID>: {
echo -s single click in Dialog: $dname ID: $did Itemtext: $did($dname,$did).text
url -a https://forums.mirc.com/ubbthreads.php
}