Sources
Delphi Russian Knowledge Base
DRKB - это самая большая и удобная в использовании база знаний по Дельфи в рунете, составленная Виталием Невзоровым

Как выделить URL в TRichEdit?

01.01.2007
{....}
 
  protected
    procedure WndProc(var Message: TMessage); override;
 
{....}
 
 
uses Richedit, ShellApi;
 
{Today I want to show how to implement URL highlighting and URL navigation
without any third-party components. This functionality is implemented in
RichEdit from Microsoft (and MS Outlook use this feature, for example) and
only Borland's developers didn't publish it for us.}
 
procedure TForm1.FormCreate(Sender: TObject);
var
  mask: Word;
begin
  mask := SendMessage(RichEdit1.Handle, EM_GETEVENTMASK, 0, 0);
  SendMessage(RichEdit1.Handle, EM_SETEVENTMASK, 0, mask or ENM_LINK);
  SendMessage(RichEdit1.Handle, EM_AUTOURLDETECT, Integer(True), 0);
 
  //Some text in RichEdit
  RichEdit1.Text := 'Scalabium Software'#13#10 +
    ' Site is located at www.scalabium.com. Welcome to our site.';
end;
 
procedure TForm1.WndProc(var Message: TMessage);
var
  p: TENLink;
  strURL: string;
begin
  if (Message.Msg = WM_NOTIFY) then
  begin
    if (PNMHDR(Message.lParam).code = EN_LINK) then
    begin
      p := TENLink(Pointer(TWMNotify(Message).NMHdr)^);
      if (p.Msg = WM_LBUTTONDOWN) then
      begin
        SendMessage(RichEdit1.Handle, EM_EXSETSEL, 0, Longint(@(p.chrg)));
        strURL := RichEdit1.SelText;
        ShellExecute(Handle, 'open', PChar(strURL), 0, 0, SW_SHOWNORMAL);
      end
    end
  end;
 
  inherited;
end;

Взято с сайта https://www.swissdelphicenter.ch/en/tipsindex.php