I'll give a quick breakdown here. Refer to perlre for details (I've indicated the appropriate sections).

• You were originally missing your first line because it was https and you'd only specified http. The s? means zero or more 's's (see Quantifiers).
• \S+? says match all non-whitespace non-greedily which stops it capturing the terminal period if it exists (further down under Quantifiers).
• [.] stops '.' being a special (match anything) character by placing it in a character class (see Metacharacters).
• [.]? just says zero or one non-special '.' (that's Quantifiers again).
• \s at the end anchors the URL (and optional '.') to the whitespace that follows it (see Character Classes and other Special Escapes).

1.That's a very detailed explanation.but one question,why should we make "." a non-special character?even without it I am able to remove the "." 2.i understand what \S+? does but fail to understand how it removes the terminal period?

When you want to match a '.' exactly, you need to remove the special meaning. [.] is one way, \. is another. Here's what happens if you don't remove the special meaning and the URL doesn't have a trailing '.':

$ perl -wE 'while (<>) { my ($x) = $_ =~ /(https?:\S+?).?\s/; say $x; 
+}'
Bug found in the build. Please check check https://web.com/fluent/x/JI
+OUAQ for more details.
https://web.com/fluent/x/JIOUA
[download]

In this instance it matches any character; there's no '.' so it matches the 'Q' which you can see has been removed in the output.

The \S+? does not remove the '.', it captures up to the '.'.

I've been saying any character throughout - it actually doesn't match a newline unless you use the 's' modifier - see Modifiers in perlre.

-- Ken