Seems you're exporting data as a text from a datatable to an Excel sheet...
All you need to do is to add hyperlinks to cell, see:
Hyperlinks.Add(Object, String, Object, Object, Object) Method (Microsoft.Office.Interop.Excel) | Microsoft Docs[
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Excel.Range _range;
_range = objSheet.get_Range("A1", "A1");
objSheet.Hyperlinks.Add(_range, "http://www.example.com/", Type.Missing, "Click to visit 'example.com' site", "Exaample site!");