It's a minor point as I am just experimenting as I've never needed links but I seem to be able to create a file which generates a PDF with a web-link that works with Document Viewer or Adobe Reader.
It may just be a problem with my Okular installation but would someone be kind enough to see how it works on their machines? Thanks. -- John Kane Kingston ON Canada
linky2.pdf
Description: Adobe PDF document
linky2.lyx
Description: application/lyx