For this particular table I am creating, the URL that I would like the word in column one of each row to link to would be the address of a page within the WordPress site.
Here’s an example of a table created with your TablePress and url extension with phony data in it
https://expansion.vedicpandits.org/countryaffinity-funds-using-import-function
you’ll likely need this password to take a look because I didn’t want it viewed with its phony data, while it’s under development
NOTforSHARING
This table was created from data in a .csv file on the same server as hosts WordPress.
The ideal table would have the country names as links leading to pages within WordPress which would offer more detailed information. My test table here adds a third column which holds the url (only set up for United Kingdom). Which is OK, if not as elegant as having a clickable link.