The documentation for that is at https://docs.microsoft.com/en-us/power-bi/power-bi-hyperlinks-in-tables
- Go to the Query editor for the Query you need to extend.
- Go to Add Column
- Click on Custom Column
- New Column Name = url
- Custom column formula = "http://mysite.com" & [ Page ]
-- where Page can be retrieved by clicking on the column name you wish from the 'Available Columns' selection on the right. - CLick 'OK'
- Now Go back to the data view.
- You can now add the 'url' column to you visual .
- Click on the URL 'measure' on the fields display
- Click on 'Modelling' task
- You'll now be able to choose from the 'Data Category' dropdown and select 'Data Category: Web URL'
- If you want to change this to a link symbol instead - you can but only in Tables
- Go to the paint roller ( formatting icon ) on the visualizations section.
- Under 'Values' you can choice for 'URL icon' . Slide this to ON.