It cannot be done directly.
I managed to do this with some sort of workaround...
If you put an URL in the pdf with the http:// you can click on it in the pdf and go to that site.... (nothing to do here)
But the link must be the text.

To accomplish what you need, you must put the url with the same color of the background to make it invisible... and on top of that invisible url you put the readable text... this way the user click on the readable text and it goes to the url below that text (which is invisible)

Hope it works for you...