Step 1: Create text box with the desired text.
Step 2: Highlight and right click choose Hyperlinks>New Hyperlinks. The other option New Hyperlink from URL should be chosen when you put the actual URL in the text box.
Step 3: The New Hyperlink window will open. Type the URL in the URL box highlighted below. Click OK.
Note: The link to box has other options such as a mail link. The character style controls how it looks but you can easily change it in the character window. PDF appearance is how the link will appear in the PDF, keep it on the default.
Step 4: The link is created and you can now export when you are exporting it into a PDF file. Ensure you you have Hyperlinks checked under Include. And you are done!