1. Click on
Insert Link Annotation on the toolbar (the last button on the right, with two feet).
2. Draw a rectangle above the text/element which you want to become a hyperlink.
3. Double click on the rectangle, and then define what type of link do you want.
More infos
here.
A note: Since link annotations aren't bound to the elements to which they correspond, you might consider grouping to make sure that, if you move the element, the annotation gets moved too. Also be careful if you change text, your link might end up in a wrong place.