HTML fields will display as plain text in Web Desk as the control is not yet supported. This changes however in 7.4 where a full HTML control is available so text formatting and hyperlinks will work.
Was this ever done in 7.4? I don't see a html control in 7.4
To add a hyperlink from WebDesk, first ensure in your window design that you "Show Toolbar" for the particular attribute that will store the hyperlink.
Then when using WebDesk, you need to click on the Link button to enter the hyperlink - you can enter a title for the link, plus the URL path.