To do so doesn't require much - all you need to obtain is the Header_ID and the Order_Number fields and create a new data column using the following string concatenation in your report's SQL:
<FQDN is the fully qualified domain name of your EBS server and its PORT>
1: SELECT <your columns as you would> , 2: 'http://<FQDN>:<port>/OA_HTML/OA.jsp?akRegionCode=ORDER_DETAILS_PAGE&akRegionApplicationId=660&HeaderId=' || MY.header_id || '&Order_Id=' || MY.order_number || '&addBreadCrumb=Y&oapc=2' as URL 3: FROM ... 4: WHERE ....
Using SSRS for an example, then go to the TextBox Properties of the Order Number data item and choose the Navigation tab. Under the 'Hyperlink Action' select 'Jump to URL' and in the pull-down menu, select your URL column named in your SQL.
You may want to style the Order Number's display and make it BLUE and have it Underlined to remind the User that the item is hyperlinked as SSRS doesn't display this on default.