You want to create a hyperlink custom attribute that allows an analyst to click the attribute and navigate directly to the corresponding external page or URL.
This functionality is currently not supported.
The custom attributes in the DLP console are designed as incident data fields. Consequently, clicking on a custom attribute will trigger a lookup of other incidents that share the same attribute value, rather than navigating to a hyperlink.
If you wish to add hyperlink capability to the product, you can endorse the following Internal Software Feature Request (ISFR): ISFR-3904: Hyperlink support for DLP Attribute lookup