To create a link in Report Designer, go to New > New Hyperlink:
Go to Reports > Files. Your link appears in the file list (click on Refresh if you don’t see the file immediately). Drag the created hyperlink to a node (in this example, on Hierarchy):
Switch to the Users Preview mode. Clicking on the desired web page opens it as a tab in Reports:
Note that some websites may prevent being loaded in a so-called IFrame (used for displaying external pages in Jedox Web tabs).