Create and Render link in drupal_set_message

Example : Password Reset Link.

      $link = \Drupal::l(t('Link'), \Drupal\Core\Url::fromRoute('user.pass'));

      drupal_set_message(t("Password Reset Link : @link!", ['@link!' => $link]));

In a form, You can use it like:

$form['a_link'] = [

'#type' => 'markup',

'#markup' => t('Password Reset Link : @link', array('@link' => $link)),

];

The l() function \Drupal::l() is deprecated.

Use \Drupal\Core\Link instead

Example:

use \Drupal\Core\Link;

$link = Link::fromTextAndUrl($text, $url);

#OR

$link = \Drupal\Core\Link::fromTextAndUrl($text, $url);

Add Link to drupal_set_message (Examples)

use Drupal\Core\Link;

use Drupal\Core\StringTranslation\TranslatableMarkup;

$link = Link::createFromRoute('Link title (User Login)', 'user.login')

->toString();

$text = new TranslatableMarkup("The link is : @link)", ["@link" => $link]);

drupal_set_message($text, 'ok');

Get HTML (generated) Link

$link_html = Link::createFromRoute('Link title (User Login)', 'user.login')

->toString()

->getGeneratedLink();

kint($link_html);