Do those come through as http:// links?
If so, then those other apps (Facebook, etc.) should intercept links that lead to their respective web sites, and offer to open those links in themselves (the apps).
You can check it out by sending yourself a Youtube link -- tap it, then the system will give you a choice to open in the web browser or in the Youtube app.
Facebook, etc. should do the same, it's covered in the Android docs.