I don't believe that there's a native simply configurable click through function available (unless I've missed something in recent releases). The standard response to this requirement back in the day was to explain that you could use a drill-down dimension or include a second table/visualisation with the detail in somewhere usefully nearby, but I understand that's not going to work for everyone. A kind of workaround for the straight table object is to use the URL representation property in the dimension value to use the URL for the sheet you want people to navigate to.
To configure this, copy the URL for the sheet you want users to navigate to in the Field property of your dimension, set the Representation property to "URL" and the put the field you actually want to display in the URL label field.
I should point out that the solution I outlined above will typically open the target sheet in a new browser tab, which may not be what you desire. There are extensions that allow better configurability of the URL to avoid this happening.