how to make a hyperlink in telegram without bot?

As of Telegram Desktop 1.3 you can format your messages and add links.

[Ctrl+K] = create link (https://my.website)

Other useful hotkeys are:

[Ctrl+B] = bold
[Ctrl+I] = italic
[Ctrl+Shift+M] = monospace
[Ctrl+Shift+N] = clear formatting