Is it possible to popup alert window with hyperlink intext?

What I’m trying to do:
I am trying to create a app with input text box and at the end of the user input, there will be a hyper link they can click and pop up the alert window. Like a citation. Please see what I am trying to do in this image below. Appreciate the help!
What I’ve tried and what’s not working:

Code Sample:

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Yes, an alert can display any Form you create. That includes Forms containing hyperlinks, or anything else you want to display.