When typing a web address in a word document, after pressing the space by default it will change to blue and underlines it. This is MS ( Microsoft ) Word recognising and changing the wording to a hyperlink, commonly known as a link.
Normally you can then hold down the CTRL key and click on the link and it will open in a browser ( a browser being a program that displays internet web pages, such as Internet Explorer, Edge, Chrome, Firefox ).
However you may see an error "Unable to open http://abcdefg.hijkl.mn. Cannot locate the internet server or proxy server"
Behind the scenes before opening the webpage Word checks to see the destination address of the webpage, if the DNS ( Domain Name System ) replies to Word to say that it doesn't know what that site is, then the error will appear before the browser is opened.