Is it possible to hyperlink comments in IntelliJ Idea?

You can use just square brackets for that in the format: [class.method]. For your example it will be looked like this:

/**
* This class does something and something
* and does implements interface [b.n]
*/

Current IntelliJ versions support the @link notation, just like Eclipse.

To link to another class/method, just use this pattern:

/**
 * {@link Class#method}
 */
public void myMethod() {
}

you can also spare the method, or add a list of argument types to the method (in parenthesis), useful if a method is implemented with different parameters and you want to link to a specific one.

You can use Javadocs' @see tag - examples here.

It should be sufficient to do something like that:

/**
* Bla bla bla
* @see b#n
*/
public class a