question

I don't think I've ever seen a clickable url link in a push notification. Certainly I don't know how to do it, with or without PlayFab.

I think you could simulate something close to a clickable url using Android, but I don't think it would display correctly.

So, short answer:
My first guess is that no, it won't really look or operate the way you would expect a clickable link to operate.

Workaround:
That said, I think you could get close, if you're willing to invest some effort, and beg some forgiveness from your users.

Android push notifications have two parts, the first is the "notification message" and the other is "data". You can send a message with one or both of these elements (Though PlayFab doesn't support data-only messages particularly well). My suggestion would be to send a combined message that has both a message, and data. The message would be something like "Click this notification to visit the page", and the data would contain the url, in some kind of json structure. It would be the responsibility of your app to receive the data portion of the message, and display/open the url appropriately. I've seen apps trigger a call to the OS to make them open the browser to a page, but I don't really know how to do it off hand.

I know that's not all of the solution, but I hope it points you in some correct directions.