Yes, that's it! 
Hype Project Demo (taking after @Daniel's example): sceneURLs_JHSv2.hype.zip (31.2 KB)
Online Project Demo here.
This is the simplest approach IMO... no scripting.
Description
• Use the "Go to URL..." (Mouse Event ~ Actions panel) to set-up the URLs You wish to link to.
• Then in "Advanced Export..." ("File" menu) export the desired Scenes.
