Impossible. The ancient PostScript workflow doesn't support "modern" (post-1985) innovations like hyperlinks, transparency, accessibility, color management, etc., etc.
Export directly by choosing File > Export > PDF (Interactive).
That's said: Avoid Postscript as good as you can, no EPS, no Distiller. Use always export to PDF.
I say: possible.
But this requires programming. Self written EPS files placed in InDesign with special code, that Distiller will convert into Hyperlinks for PDF. Search the net for pdfmark . And have a look at pages 22-24 there:
Although in other layout applications such as FrameMaker that may work, don't count on it working in InDesign. InDesign internalizes the EPS and may not necessarily retain any PDFMark.
Best advice from Adobe is to never produce PDF by distillation of PostScript from InDesign; always export PDF!