The hyperlink color is controlled by your theme colors.
To change it, go to the Design tab and click the Colors drown-down list. Either select a different color scheme, or create a new one. See this tutorial for details.
When creating or editing your own custom color scheme, use the Hyperlink color selector (shown below) to choose the color you want for hyperlinked text. (Articulate Storyline will use a lighter shade of the same color for the hover color—the color that appears when you hover over a hyperlink.)