Use the <link> element as shown:
<link "DtHelpExecAlias alias_name [default_command]" Execute >text<\link>
Where:
Keyword that identifies this link has an execution alias
Name defined as an alias in the execution alias resource specification
If provided, this command is executed when an execution alias has not been loaded from an application's application defaults file. For example, application resources are not loaded when a help volume is displayed from an information viewer, such as Help View.
The portion of your help text that you want to designate as the hyperlink text (underlined)
If the command you are executing doesn't finish immediately, run it in the background by appending an &(ampersand) to the command. If you don't, the help window will not operate until the command finishes.