This is almost 100% likely to be a job better suited to the front-end application, not the database. It will require code execution on the server.
Here is a thread here on StackOverflow about url detection regexes, from which you can select any of a number of reasonably good expressions: What is the best regular expression to check if a string is a valid URL?
To use regexes in MSSQL, you need to first use MSSQL 2005 or later. Assuming that is the case... you have to wrap regex functionality in a custom CLR object, enable CLR interaction on your whole database, and then you can use that custom CLR object in your WHERE clause.
Here is a detailed article about doing exactly that with examples and step-by-step instructions.
I hope you're REALLY SURE that you want code execution to be part of your database. Good luck!