Next you'll need to set a target, in the field next to the URL field. A target controls whether the link opens in a new window, the existing window, or any other existing windows. You can assign a window name of your own here so that once the first link opens a new window, every subsequent link will open in that same new window; or you can select the _blank option, which will open a separate new window for each link. _parent opens a link in the original window that the sequence started from; _self opens it in the current window. _top opens in a top-level window.
I've selected _self, so that my link opens in the current window.
And that's it. If you were just using this as normal text on a stage, you would be done. Since I've done mine as a button, I have to go to every state on the button and make sure that each part has a hyperlink assigned to it. Test it out here.
