Hi Hugo,
What your "Redirect URL" means?
> If it means form visitors will be redirected to other page when they submitted form:
There are two situations to set up "Redirect URL".
1. If the form is embedded in Portal, then we should set second page(2nd form) as redirect URL in marketing page designer.

2. If the form is embedded in custom web page(self hosting), then we should set redirect URL in related form page record.

> If it means we create a "Redirect URL" for tracking contacts' behavior on our website:
Here is a sample process:
We send customer a marketing email which contains a link to landing page.

In the landing page, we embed an another link, it will navigate customer to a tutorial.

(As documentation said, the link could be any other social posts such as twitter post or Facebook page.)
The link on landing page will be copied from "Redirecting URL" field value from Redirect URL record.

When customer clicks the button, he/she will be redirected to target page.

The clicking behavior will be logged by Dynamics,(automatically generated URL)
and we can check logs in Redirect URL > Insights.

Regards,
Clofly