I have found the below
=HYPERLINK("[Budget.xlsx]September!E56", E56)
To jump to a different sheet in the same workbook, include the name of the sheet, followed by an exclamation point (!), in the link. In the previous example, to create a link to cell E56 on the September sheet, include September! in the link.
Now the above works but I can not label the cell name i.e. CLICK here...