How can i have clickable URLs in Conemu?

I just had a message from Ruby saying

C:\Users\ndx>gem install awestruct
Fetching: hpricot-0.8.6.gem (100%)
ERROR:  Error installing awestruct:
        The 'hpricot' native gem requires installed build tools.

Please update your PATH to include build tools or download the DevKit
from 'http://rubyinstaller.org/downloads' and follow the instructions
at 'http://github.com/oneclick/rubyinstaller/wiki/Development-Kit'

Why aren't those URLs clickable ? (would be way cool to have such a feature in terminal).

Hold LeftCtrl and click them.

Look for "Highlight & goto" option on "Controls" page ("Mark & Paste" in old stable release).