Unfortunately it might be highly dependent on the LMS and how the content is inserted. If you've exported the document and called it "index" though that's at least the first step you'll need to do.
To confirm, this link is something outside of the Hype document; elsewhere on the page the LMS is showing?
The most likely thing is that the LMS is putting the Hype document within an iframe. Because of this, links like that won't work. iframes require special communication. There's a forum post with a technique on how to do this with the postmessage call: