If you want to create a link in a movie you need atool to make it interactive. In a normal videofile as MPEG2 or MPEG4 you cannot include links.
An easy way is to use flash layers. For example website maker from magix (www.magix-online.com) .
Just sign up for the free version. Here you can upload your video, drag & drop it to a template and position links whereever you want. But the links are not time related. here you would need to use an other online tool...