You can add or change hyperlinks from your tasks to various file locations, including files that resides locally on your disk, or web addresses.
In order to do that, you need to apply first the Hyperlink table from the Project/Table menu. Then you can change the Hyperlink Address field. You can also use the Insert column feature,
select Hyperlink Address, then edit it.
Examples of hyperlinks:
As can be seen from the below printscreen, tasks that have associated a hyperlink are marked with a special icon in the Indicators column.