Using Dashboard Studio, I am having trouble adding a drilldown that will allow me to see the attributing events of the dashboard selection. There only appears to be a way to add links to the open internet?
The only options for drilldown are
No Action or Link to custom URL
Use a relative URL or absolute URL, for example, /app/search/datasets, or https://www.splunk.com
Am I missing something? Did I create the alert incorrectly?
Drilldowns are not the same as alerts. Since you are asking about Dashboard Studio, I will assume you are interested in drilldowns. Version 9.0.0 of Splunk Enterprise has increased the options available in Dashboard Studio for dropdowns.
For earlier releases, try using classic dashboards (SimpleXML) as there are more choices available there.