Having personally contacted a professor about the possibility of a Ph.D., he asked me to send him a cv and a copy of my M.Sc. in order to evaluate.
Instead, in the online application form of "other" Ph.D. programmes, I have found that I need to include a cv, among the other things, but there is no possibility to attach a copy of the thesis. So, preparing the cv, I thought to imbed an hyperlink to the thesis.
I would ask you: if it is acceptable, or is counter-productive?
I would advise to add the links, because I don't see what you could possibly lose by doing so instead of not doing so.
You can add links in LaTeX using
\href{link.to.thesis}{My MSc thesis title}
In my opinion, this is a nice way to link to everything relevant that can not be properly adressed nor otherwise included in your CV. You can for example provide references such as the homepage of your advisor, your department, your other software projects etc. - all just by putting links behind their names.
Fill out the application form as far as possible. You could choose to include in your application a link to an online copy your MSc thesis, as you and others have suggested.
However, as your potential professor has explicitly asked you for it, I would send him a copy of your MSc thesis directly, as an email attachment if possible.
Send an admissions office the information they ask for. If they give you the option to provide additional information as a text field, then you could list a link to a version of your thesis on Dropbox or on a university web site (or similar) as part of your "additional statement."
However, given the number of applications that a centralized admissions committee might receive, they are probably reluctant to get copies of master's theses and publications—it would be too much extra work to read them all.
