First step would be creating a Keyword, you can easily create one by following the step-by-step guide on How to Setup Keywords help article, and video.
Once a Keyword is created, go to View Keywords & Click Tags, then click Copy Link.
Type in the URL that you wish the Click Tag to redirect to in the section called Page URL, then click Generate.
It will generate the HTML Code and the Value Pair. Copy the Value Pair.
Go to your text campaign, open the http post snippet.
More information on How to Setup a Text can be found here.
In your message, add a "tilde link1 tilde" (~link1~) in the place where you want the clickable tag, or link to appear.
Then add another value pair at the bottom.
In the left field write “link1” in lower case, and in right field paste the Value Pair.
When you are ready, change the message from "Draft" to "Ready" to show the green "Ready" button.
Then click the back to sequence button and click "Publish".