Word has a default auto formatting of changing all web address and e-mail addresses to active links. ID is showing these.
It can be turned off by going to the Format menu/Autoformat and clicking on Options, then Autoformat As You Type and Autofomat and unchecking Internet paths.
I don't know of any way to undo previously written work without some work. If you go to View/Toolbars/Customize in Word, you can click on Format and scroll to Reset Character Formatting and add that to your Format Toolbar.
As long as you've disabled all autoformatting as shown earlier, you can select the text that's a link and click on Reset Character Formatting. That should make the link go away. If you have a lot of these, it's a PITA, but I haven't been able to figure any other way.