Drag and drop your button onto your screen as normal and into the position you want it to be in.
Once you are happy then look at the component settings on the right hand side and click the drop down and select hyperlink
component name: you can rename the button if you wish (I suppose if you have multiple buttons on the page renaming would be beneficial)
add a hyperlink: enter a URL (there is a pilot notice to remind you it can't be left blank)
The following settings are currently not needed so you don't have to set anything for these.
Save your work and then you can switch to learner view to test your link 🤞
Here's another short video to see it working