Jakye is right. Only bots can achieve this (but not in field titles, beware). Just do [link text here](url here).
"Track cases globally, or in a country, by supplying 2-letter [country codes](https://countrycode.org/)."
This embed description results in:
this in the embed. Clicking on it directs you to countrycode.org. Using .addField():
yourEmbed.addField("Title here, no hyperlinks allowed", "Main text here, so you can put a hyperlink here [like so.](https://example.com)");
If you want a bot’s message to just be a hyperlink, you need to make an embed, and only set the description, hyperlinking as shown above. (you can set the embed color if you want too of course)