SQL Server Management Studio (SSMS) is a flexible tool. One thing that often surprises people is that it hosts a version of Microsoft Internet Explorer, right inside the application.
Why would SSMS have a web browser I hear you ask?
Well this web browser lets browse URLs, and reference links, without leaving the tool.
You can open it directly by choosing Web Browser from the View menu:

On my machine, it's under the Other windows section. In fact, it's the only window there on my machine, which makes you wonder why it has a separate section in the first place.
It opens like any other tab:

In SSMS query tabs, you'll notice that there is an auto-detection of URLs and auto-formatting/linking of them:

If I execute that as a query, it doesn't get hyperlinked in the results:

Or on the Messages tab:

If you hover over the URL within the query though, you'll see that you can Ctrl-Click to open it:

If you use Ctrl-Click the link, it will open in the embedded web browser:

I'm hoping there will be an option to get a much more up-to-date browser though as support for Internet Explorer is waning everywhere.