This can be done using the Sawtooth Script function PopUp. Start by creating a .htm file with the information you want displayed, then place that file into your study's graphics folder. Then all you have to do is call the PopUp function in your MaxDiff like this:
[% PopUp("Click me!", "myfile.htm", 100, 100) %]
Of course, the file name in that snippet must be replaced with your own file name.