From http://www.w3schools.com (Copyright Refsnes Data)
In this example you will learn how to create your own button and add a URL to it so it becomes a link.
Step 1
Choose Insert > New Symbol from the top menu.
Step 2
Name the symbol "button",
choose Button from the Behavior list and click OK. In the Timeline area, you
will now see the four states of a button: up, over, down, hit.
Step 3
Select the Rectangle tool, pick a light red Fill Color and draw a rectangle
in the work area.
Step 4
Select the Text tool, pick a dark Fill Color and write "Click Me"
over the rectangle.
Step 5
Select the Arrow tool and place the text in the middle of the
rectangle.
Step 6
Add a keyframe to the Over State in the Timeline. The Over State
indicates what should happen when you mouse over the button.
Step 7
Select the Rectangle, change the Fill color to a light green.
Step 8
Choose Edit > Edit Movie to go back to the movie.
Step 9
Choose Window > Library to locate the button. Drag the button into the
work area.
Step 10
Right click on the image. Choose Actions from the pop-up menu.
Step 11
In the Object Actions box click on the + sign. Choose Basic Actions > Get
URL.
Step 12
Enter a full URL in the URL field (like http://www.w3schools.com).
Step 13
Choose target in the Window field. Close the Object Actions box.
Step 14
Choose Control > Test Movie from the top menu to test your Flash movie.
From http://www.w3schools.com (Copyright Refsnes Data)