As far as I know, there isn’t an inbuilt feature in excel importer that would allow you to grab the URL. As you mentioned you could write your own code to have the file in the format that would work.
Alternatively, you could change the way in which the file is already generated so that instead of Click here you get a URL.
Another possibility which could be more difficult would be to write your own java code to read the file and modify the contents to retrieve the URL from the cell.