Here’s a sample of how to do that:
Sub createLink()
Dim lastRow As Integer, sheetCount As Integer, myRange As Excel.Range, c As Excel.Range
lastRow = Cells.Find("*", SearchOrder:=xlByRows, SearchDirection:=xlPrevious).Row
sheetCount = Application.Sheets.Count
Set myRange = Excel.ThisWorkbook.Sheets("Sheet1").Range("B1:B" & lastRow)
For Each c In myRange
For x = 1 To sheetCount
If Worksheets(x).Name = c.Value Then
Excel.ThisWorkbook.Sheets("Sheet1").Hyperlinks.Add Anchor:=c, Address:="", SubAddress:=c.Value & "!A1"
End If
Next x
Next c
End Sub
solved Excel VBA assign hyperlink to a cell