However, the standard link tool in Acrobat does not allow you to create a link to an embedded. To create a link to file you embed in a PDF, you have to be a little creative.

How to Create Active Links in PDF Documents. Adding links to an Adobe Acrobat file (PDF) enables your customers or employees to view your business' website, quickly navigate from one area of a PDF ...

You can easily generate Google Sheets PDF links via Google Drive to share them as PDF files. There's no need to convert them manually. See the instructions here.