\documentclass{article}
\usepackage{amsfonts, amsthm}
\usepackage{hyperref}

\newtheorem{theorem}{Theorem}
\newtheorem{custominner}{Theorem}
\newenvironment{custom}[1]{%
  \renewcommand\thecustominner{#1}%
  \custominner
}{\endcustominner}

\begin{document}

\begin{theorem}[Lemma 0A]

Assume that $\langle x_1, \ldots, x_m \rangle = \langle y_1, \ldots, y_m, \ldots, y_{m+k} \rangle$.
Then $x_1 = \langle y_1, \ldots, y_{k+1} \rangle$.

\end{theorem}

\begin{proof}

\href{Chapter0.lean}{Enderton.Chapter0.lemma\_0a}

\end{proof}

\end{document}