в модуль листа
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
Dim r1 As Range, r2 As Range
Dim ws, adr, n
ws = "2" 'имя второго листа
Set r1 = ActiveSheet.Range("A1:E11") 'первый диапазон
Set r2 = Worksheets(ws).Range("A1:A11") 'второй диапазон
If Target.Cells.Count > 1 Then Exit Sub
If Not Intersect(Target, r1) Is Nothing Then
n = r2.Find(Target.Value, r2(r2.Rows.Count, 1), xlValues, xlWhole, xlByRows, xlNext).Row
adr = Cells(n, Target.Column).Address(False, False, xlA1)
ActiveSheet.Hyperlinks.Add Anchor:=Target, Address:="", SubAddress:="'" & ws & "'" & "!" & adr
Target.Hyperlinks(1).Follow
End If
End Sub