Record a macro while doing that. Then convert that to c# code.
I recorded it. Looks quite simple.
ActiveSheet.Hyperlinks.Add Anchor:=Selection, Address:="", SubAddress:="Sheet3!A1", TextToDisplay:="abc"
If you're using anything less than C# 4.0 you'll have to provide the default Type.Missing for all the expected params that are not of any use to you. One sunch param is the Address and I'm sure there are others. I'm talking about the
ActiveSheet.Hyperlinks.Add method, when using Interop.
:)