You can create links in PDF pages to external files using the PdfDocumentCreateFileLink(PdfPage, RectangleFloat, String) method.
This demo creates a link to an external file from disk. The file path is relative to the PDF document location. When the link is clicked the file will be opened in an external viewer.
// create the external file link
string extFilePath = @"DemoFiles\Attach\TextAttach1.txt";
string linkText = String.Format("Click this link to open the '{0}' file from file system", extFilePath);
PdfText clickHereText = new PdfText(10, 100, linkText, pdfFontEmbed);
clickHereText.ForeColor = PdfColor.Navy;
page1.Layout(clickHereText);
document.CreateFileLink(page1, new RectangleFloat(10, 100, 350, pdfFontEmbed.Size), extFilePath);