Assuming you want the URL to be a live link, see the HYPERLINK function.
Regards State/Region - setup a reference table with 2 char codes in Col A, full name in B and Region in C.
You can conduct two VLOOKUPs off the 2 char code state code to retrieve description & region and embed these into your HYPERLINK function.
Assume your lookup table is on a new sheet called STATEDATA and on the current sheet state code is in H2, code is in B2 with URL to go into I2:
I2: =HYPERLINK("http://www.mywebsite.com/Shared/"&VLOOKUP($H2,STATEDATA!$A:$C,3,0)&"/"&VLOOKUP($H2,STATEDATA!$A:$B,2,0)&"/"&$B2&"-license.pdf",$B2&"-license.pdf")
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