If your app's push notification messaging paltform supports it, you can add a link to a message during message composition (Messaging>Compose).

Choose 'Internal' if the link is to specific content in the app. You will need to copy and paste the link in the link field.

Choose 'External' if the link is to any website URL, for example for a survey or other third-party service. In this case, the link should use the full web address format: https://www.website.com.