When adding messages within the SMS text box, you are also able to add links. It would be best to limit the word count under 150 characters.
You can also send a test SMS message to yourself by navigating to Customers, Add Customer- Add Yourself with your contact information.
Navigate to Customer- Newsletters- Write Newsletter. Send yourself a test newsletter in order to test how it would look like to a customer.
Please note that you should also add an email newsletter when you are sending an SMS notification.