'Use this when text is selected.
Sub AddHyperTextLink()
    Dim myFile As String
    myFile = InputBox("Type the name of the file including the extension")
    ActiveWindow.Selection.TextRange.ActionSettings(ppMouseClick).Hyperlink _
        .Address = myFile
End Sub

'Use this when an object, such as a button is selected.
Sub AddButtonLink()
    Dim myFile As String
    myFile = InputBox("Type the name of the file including the extension")
    ActiveWindow.Selection.ShapeRange(1).ActionSettings(ppMouseClick).Hyperlink _
        .Address = myFile
End Sub