If you're wanting to go from Excel to say MS Word, then simply right-click on the Excel cell you want to be the "button" and select "Hyperlink" from the drop-down menu and browse to the data file in Word or Access or even a .jpg, really any data file you want to open up. It sounds like you may already know that. It is highly likely that Excel can do little more than view it. I would be highly surprised if Excel can manipulate any data even from it's own brands companion products, i.e. Access, Word, etc. I also would be glad to find out that I am wrong.
If you're asking if you can go from Word to Excel, you can try starting at the Insert Tab on Word and select: Links > Hyperlink. For whatever reason Hyperlink is greyed-out on my version of Word so I am unable to experiment. Maybe someone else knows something more? As far as MS Access, I'm unaware of anything with Access in that regard. You might try Google or your favorite search engine with: "Access 20xx Hyperlink" filling in the xx with your version number.