If you add a column to your SharePoint list and set the type to Hyperlink or Picture…
you can create list items that contain hyperlinks that can be navigated by simply clicking on the column in the list view.
The nice thing about this column type is that if you data link a Visio shape to this list, the Hyperlink is automatically created for you…
and if you update the URL in the SharePoint list, the hyperlink in the linked shape is also automatically updated when the data is refreshed.