currently there is no component for this. However, it is possible with a little workaround:
You can create a Text Component and edit the “BB Code” section (see screenshot). There you can specify manually color, size and also add the URL of the page you want the Text later to bring you to.
You can use the following code:
For example this URL tag brings you to the action engine:
After adding the Link, you should be able to directly connect to the Action Engine.