Hi:
SAS/Graph does not support the use of ODS Escapechar. ODS HTML does have a method to describe an HREF attribute to simulate drill-down or linking.
Check out this Tech Support Note on the capability:
http://support.sas.com/faq/035/FAQ03592.html
If you created an HTML file and then distilled the HTML file to be a PDF file (with a 3rd party converter or an Adobe product), I do not know whether PDF would retain the hyperlinks or not. This is a question that is probably best answered by Tech Support.
Good luck!
cynthia