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="")