Creating hyperlinks in Photoshop

You'll need to open the PDF saved in Photoshop (presumably from your layered PS document) in Adobe Acrobat to add a hyperlink.

Adobe Acrobat User Guide > Editing PDFs > Links and attachments in PDFs

https://helpx.adobe.com/acrobat/using/links-attachments-pdfs.html

Create a link

Links let you jump to other locations in the same document, to other electronic documents including attachments, or to websites. You can use links to initiate actions or to ensure that your reader has immediate access to related information. You can also add actions to play a sound or movie file.

Create a link using the Link tool

1. Choose Tools > Edit PDF > Link > Add or Edit.

The pointer becomes a cross hair, and any existing links in the document, including invisible links, are temporarily visible.

2. Drag a rectangle where you want to create a link. This is the area in which the link is active.
3. In the Create Link dialog box, choose the options you want for the link appearance.
4. Select one of the following link actions:
a. Go To A Page View
Click Next to set the page number and view magnification you want in the current document or in another document (such as a file attachment), and then click Set Link.
b. Open A File
Select the destination file and click Select. If the file is a PDF, specify how the document should open (for example in a new window or within an existing window), and then click OK.

No, PS can't do hyperlinks. You need another program to do that.