How to create a link using Pages online (iCloud)
Just got off the phone with Apple Support, and you cannot make hyperlinks in the iCloud online version of Pages as of Feb 23rd, 2017

This is particularly bad, because it is a document that is edited by 4 coworders, and owned by a VP. So to fix the hyperlinks, I have to get the VP to fix it on his computer, or download a copy, fix the links, and then convince everyone to stop using the old link. This is even harder because the link is the only way to access the shared doc. So it becomes the 'use this link, not this link, is this the most upto date attachment' problem.