Here's couple of pointers for you (keyword: URL action):
- Creating a Table of Contents to Navigate to Other Dashboards | Tableau Software
- URL Actions
Hope this helps.
You probably don't need hyperlink actions to do this.
Is the data for each company in separate databases? Or is all data for all companies in one database?
Post a sample workbook that simulates what your data looks like. Just 2 or 3 companies, with just a few rows per company.