world building - Any software that allows me to create documents and maps with links to other documents or photos?

I have to create a small world for my WIP game so I can submit it as my thesis. While I am aware I can use simple text editors (my usual choice) I want to be able to create a tree/web of my ideas, connecting them without having to look through many documents.

A more specific example is

My hero's description > there's a country mentioned there, click it > the country's description > there's an animal mentioned there, click it > see a drawing of said animal.