In HipChat it's relatively trivial to paste a URL to the chat window and have that link become a live clickable URL.
However, when HipChat posts messages from Jira, it displays links who's text are different from the link URL itself, so it must be possible to display links with custom text instead of the URL.
For instance:
Instead of messaging "Click Here: https://webapps.stackexchange.com/questions/ask"
One might desire to instead message "Click Here"
Is there a message syntax in HipChat that allows links with custom text?
Best Answer
It sounds like you're asking how you as an end user can post custom links from a supported HipChat client. The answer is that you can't.
As simoncpu pointed out, it is possible through the API to post a custom HTML message, which requires a separate application.