Using hyperlinks within a listbox is a little harder and this is one way to do it
You will need to use a 2 column range for this solution, one column with the hyperlinks and the next column with the cell reference containing each hyperlink. (so cell B1 includes text A1 because that is where the link to sheet1 is)
When you set up the listbox use the 2 column as the RowSource
The code is not too difficult. I used the name "Listbox_CellRef " - change that to your listbox name
Private Sub CommandButton1_Click()
SheetAddress = ListBox_CellRef.List(ListBox_CellRef.ListIndex, 1)
Range(SheetAddress).Hyperlinks(1).Follow
Unload Me
End Sub