How can I use url query parameter to set the value of a 'Parameters' in PowerBI?

My question is how can I change the value of the parameter from the url when I load the report (after i published it to PowerBI service)?

You can't. In Power BI reports, the URL query parameters can be used to filter the report. See Filter a report using query string parameters in the URL
Parameters can be set from the URL in paginated reports only (legacy from SSRS). See Pass a report parameter within a URL for a Power BI paginated report.
For Power BI reports published to Power BI Service, the parameter values can be changed from the dataset's settings. See Edit parameter settings in the Power BI service. Keep in mind that this affects all users, who see the report, and it is not something that can affect your viewing session only. Changing parameter values of imported datasets usually will take a dataset refresh for the changes to take effect.
Parameters of published reports can also be updated using the Power BI's REST API - see Update Parameters and Update Parameters In Group.

In PowerBI, I have a managed parameter which is a list of text.
abc, def, ghi.
And that parameter is being use to call a custom function in powerbi i.e. MyCustomFunction(@Name)
My question is how can I change the value of the parameter from the url when I load the report (after i published it to PowerBI service)?
i.e. I would like to
https://mypowerbi url?filter Name eq 'abc'  
`MyCustomFunction('abc')' will be called.

https://mypowerbi url?filter Name eq 'def'  
`MyCustomFunction('def')' will be called.


