URL Support in Teams via SharePoint
Any URLs posted on a SharePoint site show up as documents within Microsoft Teams. Users must go to the SharePoint and then go to the URL. They should be able to click on the URL to launch the website directly from Teams.
Irene Bailey commented
You can add URLs directy in Share point but not in files via Teams. I am starting to use Class Teams with teachers and the files area is a quick easy way to add resources for a topic - if they don't want to venture into the Notebook.