Custom text to shipping methods

You would need to customise templates/cart/cart-shipping.php. Copy the file to:
wp-content/themes/your-child-theme/woocommerce/cart/cart-shipping.php
and edit the copy.

If your theme has a version of this file, that would be the one to start with.

Alternatively this function can print your custom text on a new row inserted above shipping row, not quite what you want but easier to do and maintain. The snippet goes in functions.php of your child theme.

add_action( 'woocommerce_review_order_before_shipping', 'custom_shipping_note' );
function custom_shipping_note() {
  print '<tr><td></td><td>My custom text about shipping methods.</td></tr>'.PHP_EOL;
}

add_action( 'woocommerce_review_order_before_shipping', 'custom_shipping_note' );
function custom_shipping_note() {
  print '<tr><td></td><td>For more information click <a href="http://www.v2.rent-fun.be/transport/" target="_blank">here</a> and choose.</td></tr>'.PHP_EOL;
}