I don't know about DMS but if you use DxDatabook you create a field defined as a "document" and populate that database space with a URL. You can configure databook to display that column for selecting and you can bring up a pop-up menu on that symbol and select "View Datasheet/Hyperlink". It's all in the .dbc file.
Thanks Mike, I'll try it out and see what happens.
Is the property added in DxDatabook?