here is my sample code:
var textField:TextField = new TextField();
textField.text = "openfl url";
var urlFormat = new TextFormat("Arial", 16, 0xff0000, null, null, true, "http://www.openfl.org/");
textField.setTextFormat(urlFormat, 0, 6);
textField.x = 400;
textField.y = 100;
this.addChild(textField);
when targeted to flash it is ok.