https://www.virustotal.com/gui/home/url

You don’t really, other than checking certificates.

URLs are just an address to access content, they don’t have much inherent connection to the content that is there. Most legitimate websites use signed certificates to demonstrate validity, but certificates won’t tell you if someone infiltrated a legitimate site and uploaded malware to it, for instance.

Avoid http connections in favor of https, as http is unsigned, unencrypted, open traffic that anyone with access to your network can snoop on.