\documentclass{article}
\usepackage{xr-hyper}
\usepackage{hyperref}

\begin{document}
\externaldocument[XXX]{\jobname-ex}%
  [http://www.tex.ac.uk/tex-archive/help/uk-tex-faq/newfaq.pdf]

Test (should be URL, not GOTOR action):
\tracingmacros=1
\nameref{XXXQ-whatTeX}?
\tracingmacros=0
\end{document}
