I have asked the eazybi support for help regarding this topic and they have sent me this working answer, which i want to share with the community:
It is possible to implement the GoToSource option in some cases for the custom data import. If you import a property for the dimension members with the name “URL” this option works as the Go To Source function. For instance, I can do mapping like this:
After the import, the Issue dimension has the Go To Source option enabled and this option navigates to the link from this property:
(Credit goes to Janis Plume - eazyBI support)
Best regards,
Johannes