Apple Notes supports native links. When you create native links it can be clicked in Apple Notes. On your Mac you can type CMD+K and it will open link creation dialog. You can have clickable links to websites, emails and phone numbers. Unfortunately it's not very obvious how to create those links on iPhone. So here is the simple tool to help you! Enter your link, add optional title, press "Copy" and paste it into the Apple Note.

Website link

Email link

Phone link