You can modify server URL right from the web UI, at the Administration > Server configuration page.
In most cases TeamCity correctly autodetects its own URL and uses it for constructing URLs in notification messages. However, sometimes autodetection is impossible (for example, the server might be running on HTTP and HTTPS or it might be hidden behind the Apache web server). For such cases you can specify server URL on the Administration > Server Configuration page, or in the <TeamCity data directory>/config/main-config.xml file using the following format(no server restart is required after the change):