If you don’t have access to the settings for a document library, you can use the technique presented here.
Essentially, what you do is create a text file that has HTML with a JavaScript location replace:
<html>
<head>
<title>External Link</title>
<script type="text/javascript">
window.self.location.replace('http://www.somesite.com');
</script>
</head>
<body>
</body>
</html>
Then you add this text file to the Document Library. When a user clicks on the link, the target opens. It handles backbutton.
Are there any security concerns with this? Perhaps, but one can already load HTML files, so the risks are not increased.
If you do have access to the settings, you can enable the library to have external links.
Alternative
If you have many links to add, the above HTML-JS file is very cumbersome. You can instead just upload a TiddlyWiki page that contains the desired links. The advantage will then be the easy wiki syntax and much more enhancements provided by the TiddlyWiki Single-Page-Application.
Further Reading
