By default, XChat will open urls in Systems default browser, Konqueror. You may change this in KDE Settings, but it is also possible to change the behaviour in XChat itsself.
Open Settings – Advanced – URL Handler and add a new entry, call it i.e. “Open URL”. Add the command as following (icewaesel is firefox in debian based distributions):
!iceweasel -remote 'openURL(%s,new-tab)'
Save and from now on rightclick on Urls – Open URL 🙂