R – LaTeX: disable or turn off hyperlinking for table of contents

The \label command references the last invocation of \refstepcounter. \caption recognises that it is in a figure environment and calls \refstepcounter{figure}. You can call \refstepcounter by yourself.

To avoid skipping a number in the series of figures, you may create an own, meaningless counter with \newcounter{dummy}. The result:

\documentclass{scrreprt}
\usepackage{hyperref}
\newcounter{dummy}
\begin{document}

\chapter{First}

\newpage
\begin{figure}
{\Huge FIGURE}
\refstepcounter{dummy}
\label{fig:figure}
\end{figure}

\chapter{Second}

Goto \pageref{fig:figure}

\end{document}

Creates an hyperlink to the end of the figure. (works on my machine :-) Note than \ref{fig:figure} is meaningless.

Are you sure that it is a problem with your pdf and not with the pdf viewer?

To test, I created this simple LaTeX document. In the built-in Chrome pdf viewer, all three urls are linked. In Adobe Reader, only the \url{} one is actually linked. Foxit also only creates a link for the explicit \url{} macro.

\documentclass{article}
\usepackage{hyperref}
\begin{document}
This one should link \url{http://www.google.com}

This one should explicitly not link \nolinkurl{http://www.google.com}

This one is absolutely plain text http://www.google.com
\end{document}