Not all markdown renderers will automatically convert urls to links. Below quick & dirty script will find urls and replace them with markdown links (currently employing only a very limited set of rules and delimiters though):
#!/usr/bin/env python3
import re
import sys
# note that the order matters!
url_regexs = [re.compile("(https:\/\/[^\s\|]*)"),
re.compile("(http:\/\/[^\s\|]*)"),
re.compile("(www.[^\s\|]*)")]
with open(sys.argv[1]) as infile:
for line in infile:
for regex in url_regexs:
# to take the whole link as url string:
# line = regex.sub(r'[\1](\1)', line)
# to only write "link"
line = regex.sub(r'[link](\1)', line)
print(line, end="")