You did not specify what version of OBIEE or Hyperion(including patch level) are you on?(e.g 126.96.36.199.210).
Out of the box drill through is only for select amount of supported source system(e.g EBS etc).
With that said yes you could design a process were from the FDMEE landing page you can have parameters passed to some other URL source. Of course really there is a lot of information you have not provided and folks on the board do not know the overall objective you envision so the due diligence is upon you to design and test .
The below documents should be of some help as a starting point :
FDMEE Whitepaper: Drill-through URL Details (Doc ID 1636621.1)
Good luck and let us know how you make out
Once you got the clarity you needed remember to mark the thread as answered so members can focus on unanswered questions.
Did Your Question Get Answered in My Oracle Support Community (Doc ID 1180503.1)