I went to my local AT&T retailer and found a cooperative sales person who allowed me to test my questions on real devices. I selected AT&T, of course, to be able to try the gold standard--the iPhone.
The salesperson didn't know the answer to my questions, so we tried several units, sending a secondary phone number in the text area of the SMS message as well as an email address.
First, the email with the iPhone--if you send an email address to an iPhone, you can click on it and send an email to it. But you have to have an email account. You can't send a text message to an email account from a text message--at least not easily (I know it's technically possible).
Phone numbers are different. On the iPhone, the phone number in the text (written as 1234567890) is hotlinked, can be clicked and a text message can easily be sent.
On the iPhone wanna be phones with software such as Microsoft's Mobile, it is often possible and not too complex to extract the phone number from the text and either call it, text it or add it to the address book. (One LG phone, for example, offered an "extract" function in its text message options menu.)
On my Verizon LG phone, for example, a second phone number sent the text of the message is highlighted but cannot be called or text, BUT it is highlighted when I scroll by it and if I go to "option" I can to add it to my contacts with a simple "OK." My free phone is web-enabled.
Right, it depends on the phone, the OS, the service provider and, yes, the service contract. But, it doesn't seem to depend on how the message is sent. That is to say, if you send a phone number or complete web site address, some phones are set up to make it actionable automatically.
But, who has what function now is hugely variable and I have no information on what the standards are or going to be in the near future. I confirmed that with all of the less expensive cellphones this type of function is not offered now, at least with the three major carriers.
I don't know if what I'm talking about here is MMS or not, but it sounds like it is.