This has been on my to-do list for a while, but I finally found out how to embed hyperlinks in a PDF file generated from LaTeX.
Short answer: put \usepackage{hyperref} in your header, and when you want to link to a page, use the command \href{URL}{anchor text}. For example,
\documentclass{article}
\usepackage{hyperref}
\begin{document}
Here's a link to \href{http://twitter.com/home}{Twitter}.
\end{document}
For much more detail on links in LaTeX documents, see Patrick Jöckel’s LaTeX-PDF page and the hyperref package documentation.

{ 1 comment… read it below or add one }
Carlos Hidalgo 02.22.09 at 11:24
Thanks a lot. This is the simple statement about how to use \href I was looking for!
Much clearer than the ’short’ documentation of the hyperref package.