In a table you can do this by defining an expression as a link:
From QlikView Help:
Select this option to enter an expression in the Definition field that will create a clickable link in the table cell. The expression should return a text that can be interpreted as DisplayText<url>LinkText. The DisplayText will be displayed in the table cell and LinkText will be the link that is opened in a new browser window. If a link is defined, the value in the table cell will be underlined. If no link is defined the value will not be underlined. Note that it is not possible to make selections in a cell with Link as display mode. By clicking the ... button the full Edit Expression dialog is opened.
=Name & '<url>' & Link
=Name & '<url>www.qlik.com'
where Name and Link are table fields loaded in the script.
You can do a similar thing in a button object by using an action "Open URL".
It is not possible to do this in a List Box.