If your links to external sites are not working, here are a few things to watch out for.
Make sure the address contains a protocol
This is an incomplete hyperlink and will not reach its destination:
www.example.com
In order to reach that external site, your hyperlink needs to have a protocol (e.g., http:// or https://)
This link will work:
https://www.example.com
https vs. http
The s in https stands for secure. These URLs are generally preferred, but some domains don't support them, so just be sure to test the links that you use.
Externals sites, protocol, and embedding (iframes)
If your site is being viewed from a secure location (https) it may block embedded content (e.g., YouTube videos or Google Maps) if you embed them with a non-secure domain (http).
Similarly some sites block embedded content, or limit it to specific addresses (e.g., YouTube with embed URLs).
Relative links
If you're linking to something else in your output (i.e., not something external on the web), then you would reference it without a protocol and the browser will starting looking for the location from within the current folder (e.g. assets/resources/my-attachment.pdf).
More: Using Relative Links with InDesign & in5
Getting started with hyperlinks in InDesign
If you're new to creating hyperlinks in InDesign, see this article to get started.