If you don’t want Word to automatically format Internet or network paths, here’s how you can disable the feature:
Go to “Tools | AutoCorrect Options” to bring up the AutoCorrect dialog box.
Click on the “AutoFormat as you type” tab.
Uncheck the option “Internet and network paths with hyperlinks”. Since Word won’t auto-format Internet and network paths, you will need to manually convert these to hyperlinks if you need to.