\documentclass{article}
\usepackage[
  colorlinks,
]{hyperref}
\hypersetup{
  runcolor=yellow,
  runbordercolor=1 1 0,
}
\begin{document}
\section{Hello World}\label{sec:world}

\hyperref[sec:world]{link \ref*{sec:world}}

\href{run:abc.exe}{launch abc}

\href{file:abc.pdf}{file abc}

\href{http://www.dante.de/}{url \nolinkurl{http://www.dante.de/}}

\Acrobatmenu{FirstPage}{menu first page}

\cite{abc}

\begin{thebibliography}{9}
\bibitem{abc} Bib entry

\end{thebibliography}
\end{document}