I don't think it's possible, to attach an hyperlink to an object in order to open an external reference just by clicking on the object in a 3D-View.
What you CAN do is include any string-type attribute and it converts automatically into an URL which you can open using CTRL+click, although you have to enter in the attribute menu first. The same url is also clickable if exported to IFC and opened in Solibri, for example.
On the other hand there is also the I_LINK command, if we are talking about custom smartparts.
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