The answer to your question is ... yes. In Text/HTML modules, use the link tool in the editor to generate "linkClick" structures.
But, here is an answer that might prove to be more helpful at the moment. Scoot over to EngageModules.com and download their free F5 module. With it, you can do a search and replace across all text modules -- I'm assuming that your links are all in text form so this will work just fine.
You might also find this tutorial helpful:
Find and Replace SQL queries for DotNetNuke
(To fix problems after transferring a localhost database to a live website and other useful functions)
And here is another tip. Use the Effority Workflow Text/HTML module instead of the DotNetNuke Text/HTML module on your new site. You can get a copy of it (it is free!)
here.