These are a ready-made collection of web style navigation buttons. Find them under the + Add menu.
When you import a button into a document it will match the document’s main color (Theme Color 1) scheme.
Edit the button's text by clicking on the sample text.
Add a link to a web or email address or a link to another page or part of your document - click/tap Change to open the Link properties panel.
Note that you can't attach a URL to a button or any other shape/image then export it as a graphic like a JPEG or a PNG and retain the link, those formats don't support this behavior!