You cannot do it within videoscribe and the functionality cannot be embedded directly into those video file types.
You can add interactivity to Videoscribe AVI, MOV, WMV and MP4 videos the same way you add interactivity to any AVI, MOV, WMV and MP4 videos. You have to use add-ons, coding, or custom media players that provide interactive functionality.
A web search of something like "add clickable links to video" will probably put you on the righ path.
Hope that helps,
Mike (videoscribe user)