You cannot add a clickable link directly in a standard Instagram feed post caption
Put the link in your bio and direct people there from the post caption
Use Instagram Stories with the link sticker if you have access to it
Use Instagram Ads to include a clickable destination link
Add the link in a comment, but it will not be clickable
Share the link in a DM to specific people
Use a Link in Bio tool to host multiple links from one profile link
For product posts, use Instagram Shopping to link to products
If you have access, add a link sticker to a Story and mention it in the post
Keep the link short and easy to remember when directing people to it