Using onClick event on lightning-helptext, we can make the help text as hyperlink. lightning/navigation can be used for navigation. The tool tip text will work as Hyperlink.

Sample Code:

Lightning Web Component:

HTML:

<template>      
    <lightning-card title="Accounts" icon-name="custom:custom63">  
        <div class="slds-p-around_medium">
            Accounts Information
            <lightning-helptext 
                content="Accounts Home Page"
                onclick={handleOnClick}>
            </lightning-helptext>
        </div>
    </lightning-card>
</template>

JavaScript:

import { LightningElement } from 'lwc';
import { NavigationMixin } from 'lightning/navigation';

export default class sampleLightningWebComponent extends NavigationMixin( LightningElement ) {
     
    handleOnClick() {

        console.log(
            'Inside On Click Method'
        );

        this[ NavigationMixin.Navigate ] ( {
            type: 'standard__objectPage',
            attributes: {
                objectApiName: 'Account',
                actionName: 'home',
            }
        } );
        
    }

}

JS-meta.xml:

<?xml version="1.0" encoding="UTF-8"?>
<LightningComponentBundle xmlns="http://soap.sforce.com/2006/04/metadata">
    <apiVersion>58.0</apiVersion>
    <isExposed>true</isExposed>
    <targets>
        <target>lightning__Tab</target>
    </targets>
</LightningComponentBundle>

Output: