TL;DR: There is nothing mature to do this that works on all platforms except for HTML5 + JS.
In After Effects itself this is not possible. You could use Flash. But that means that your recipient needs to have a flash player on his machine.
In ancient times you could also create interactive Videos with QuickTime Pro 7 e.g. like in this tutorial but it never moved out of the QT and nobody cared. It is bound to the platform (macOS) and the player (QT).
In 2003 Matthew R. Peterson wrote a book about it Authoring Wired Media (QuickTime Developer Series) and it sounds like "the next big thing".