From http://www.w3schools.com (Copyright Refsnes Data)
In this example you will learn how to insert an image, convert it to a button, and add a URL to it so it becomes a link.
Step 1
Choose File > Import to import an image that will become a button. Locate the
image and click Open. The image will be saved in the Library.
Step 2
Select the image with the Arrow tool.
Step 3
Convert the image to a symbol. Choose
Insert > Convert to Symbol from the top menu. Name the symbol "button",
choose Button from the Behavior list and click OK.
Step 4
Right click on the image. Choose Actions from the pop-up menu.
Step 5
In the Object Actions box click on the + sign. Choose Basic Actions > Get
URL.
Step 6
Enter a full URL in the URL field (like http://www.w3schools.com).
Step 7
Choose target in the Window field. Close the Object Actions box.
Step 8
Choose Control > Test Movie from the top menu to test your Flash movie.
From http://www.w3schools.com (Copyright Refsnes Data)