Yes.
Create the pie chart, (I always use 'insert as new sheet' option).
Draw a text box onto the pie chart and type in the web address.
I then selected the text box ( so I got the dots around the text box not the
lines) and right-clicked and the Hyperlink option was there.
You can type the URL into the normal place as you would for any hyperlink.
After this, any time I did a new text box and typed in a www. URL it
automatically recognised it and I didn't have to right-click and select
Hyperlink.
Hope this helps?