You’ve got to know flash for this to work properly, and you’d have to do most of this with AE.
Here’s what I’d start with:
place the video in AE, make a comp, place video in Comp, precompose.
For each area they want to highlight and make clickable, you’ll need to have a TRANSPARENT overlay layer object that has the flash script attached, and it will have to conform to shape (rotoscoping here to move the object as the video plays). If there are multiple areas in the same video frame, it gets even more interesting (as in you won’t be sleeping much for the next couple of weeks). Since they want each of these to actually show a hyperlink, you may want to build the object into it’s own comp first, add the hyperlink to its initial shape, add that all to your primary comp and rotoscope. Export\link to Flash encoder, and set the actions of each of those layers to open a page when clicked.
Premiere only has the Flash MARKER, which will allow you to open a webpage, but not with a mouseover.