When you want to add a hyperlink to a shape or a picture in PPT for the web the button on the ribbon is greyed out. So the hyperlink in not available.
Unnfortunately you can't add a link to an image or shape in PPT online.
That is one of the limitations of PPT online. If you want to add a link you will have to do that in the desktop version of PPT and then upload the presentation to PPT online. See the example below: