Adding hyperlinks to push notifications is accomplished using html in the notification message body.

Enter this code where you want it to appear in the message body:
<a href="http://www.apptive.com/support/videos">Apptive Support Videos</a>

This can even be in the middle of a sentence. For example:
We want you to know that <a href="http://www.apptive.com/support/videos">Apptive Support Videos</a> are a great way to learn about Apptive features!

This is what your users would see:
We want you to know that Apptive Support Videos are a great way to learn about Apptive features!