What are you using to do that ? Your issue is labeled R markdown so I assumed you used Rmarkdown but I am not sure now.
Are you using rmarkdown::render ? knitr::knit ? Are you using pandoc markdown ? Other thing ?
yes some details would be nice to know what we are talking about here.
know that you can often use html directly in your md document to put a link that opens in a new tab
<a href="https://www.facebook.com/" target="_blank">Go to application</a>
The syntax I suggested requires pandoc and link_attributes extension, that is by default I think in Rmarkdown.