Sadly this is not currently possible: FlexCel only creates hyperlinks to external places, but not to other places inside the same document. Local hyperlinks in pdf are on our todo list, but to be honest, not with much priority.
The main issue with local hyperlinks is performance: Due to the way the pdf engine works (in one pass) we can't go back to make a link to a part of the document we have already written, and we can't know in which page a link in the future will be as those pages haven't been generated yet. All solutions we have investigated require slowing down the pdf generation, even if there are no local hyperlinks.
So at the moment we don't support them, but as said they are on the list of things to add.
Ps: Maybe a workaround: If you have a big document and each part is in a different sheet, one solution for navigation is to use pdf bookmarks. You can have a bookmark to each one of the sheets:
