textview.xml:
<?xml version="1.0" encoding="utf-8"?>
<TextView xmlns:android="http://schemas.android.com/apk/res/android"
android:id="@+id/txtView"
android:layout_width="fill_parent"
android:layout_height="wrap_content"
android:text="This is a phone number 0800 32 32 32"
android:autoLink="phone">
</TextView>
In onCreate just mention
setContentView(R.layout.textview);