My python program outputs a set of url links. When I run this on pycharm, I can directly click on the links and that will open them up in the browser. However, when I run the python file by double clicking on the .py file, the links are not clickable. I want the links to be clickable so it takes me to the browser directly. 
Please support solutions with explanations as I am still learning. Thanks!
As outlined above, you need to use a terminal that supports clicking of URL's. 
On linux, most terminals do this. Ex Gnome-terminal, terminator etc.. 
On Mac, try iterm2.
Clickable links in terminal output