This isn’t possible. The only way I can think of that would allow you to add this sort of information would be to create a pdf with the hyperlink and include it in the album folder. It would take three clicks to get to the url in question. Not ideal, but gets you there in the end.
There have been quite a few requests for the ability to edit album data (adding info, editing existing info, etc) but as far as I’m aware none of them have been implemented. Don’t let that stop you putting in a feature request, but don’t be surprised if it comes to nothing.
Not exactly what you are looking for, but @Jan_Koudijs had an extension called Sharoon which will Link to now playing. It’s very cool and might be useful for you until you get your development request.