Same as the answer to your earlier post http://forums.adobe.com/thread/1295865
Photoshop does not do hyperlinks (or hotspots on images). It's an image editor. Hotspots (clickable links on images) are a feature of web pages which work in browsers.
You create the image/artwork in Photoshop as you have done.
Then you use a web editor such as Dreamweaver to import the image into a web page then add hotspots in DW. Then upload to the web.
Is there a specific platform you are using online... Like Wordpress or Joomla? If not, are you using HTML5?
As John stated above, you won't be able to make links directly from photoshop... But if you are making some sort of app or widget for wordpress then its REALLY easy to add your links to exactly what you created in photoshop.
For Wordpress & Joomla I use something called Revolution Slider. Simply make a new slider, set the size etc and import your psd or png image. Next you edit the layers, select the text you want to link and add the links... Done. I use this for my personal blog because its the easiest way... If you are using WP/Joomla you can see an example on my blog ... The header up top uses the slider I mentioned & multiple other elements on page, such as the sidebars use it as well. Simply using a text widget to display a rev slider.
If you are not using either of these two platforms, and negative on the html5 , then please let me what sort of code you are using and i'll let ya know what to do as I have clients that use all sorts of platforms & custom coding. There's always a way, just not from photoshop.
Use slices. Select the properties for that slice and you can type in a url. Just keep in mind that the slices are for images rather than text. In other words, your text would be converted to an image.
In a web page you are better off typing the text in the html document and overlaying it on the image. Then you can have a true text link.
This is not entirely accurate. When you save a photoshop file as a pdf, it will produce hyperlinks out of what it determines to be email addresses. The question is how do you get it to do that for web pages as well. And the answer is nobody knows!
Then how is this done in the web app Canva? In Canva, I can add a hyperlink to an element and still save as JPG and then the link works on sites like Instagram. I can't believe there is not a way to do this in Photoshop? I pay hundreds for this software but have to go to Canva, a free solution, to make it work?
No, links are not saved with the jpg. Odds are an html file is saved along with the jpg. The html is a text file that uses tags to create hyperlinks and points to the location of the jpg. Some programs don't always make it clear that they are saving more than one file.