If you want a document to open when clicking on an object in the published material, you need to change some settings in the web profile.
- Click on "Tools" - "Publish". Choose the web profile you use when publishing your material. Click on the "edit pen" on the right side of the dialogue to edit the web profile.
- Click on the "edit pen" in the top right corner of the model surface.
- Choose which layout you want to make the settings for and activate the option "Follow link when clicking object". Then choose "Open document".
Document links will now open when you click on the objects included in the custom layout you made the settings for. Read more about custom layouts in this FAQ: How do I create a custom layout in the web profile?