I use hyperlinks within my chapters all the time to link to and from footnotes, so I don't see a reason why hyperlinks to outside websites can't also work! You'll need to get your hands dirty in the Code view for your document, but creating a link is really easy - it's just basic HTML, nothing to be scared of! There are plenty of guides online that can help you learn how to do basic things with HTML;
W3Schools is just one of many, many tutorials out there.