As far as I discovered there is no functionality.
Here is my solution:
Create an Button in your QlikView document. Add an action to the button on the action tab. Choose for external: open URL. In the URL field you type the dimension which contains the URL: =your_dimension.
The disadvantage of this solution is that you have to select the dimension first, before you can click on the action button.
I hope this help you and maybe someone else knows a better solution for it?
I do it exactly like hencovanee said:
='Displayname' & '<url>'&Your_Dimension
But the link is only working in the QlikView-Client-Software and with the ajax-Client in the QV-Access-Point.
Normaly I use the QV-Plugin with the Internet Explorer, but it doesn't work with it.
It happens nothing by clicking the link.
Can anybody help me?