Yes this is possible. The 'link' option for a button simply renders an HTML <a> hyperlink tag. The options provided (web, email, text, call) match the hyperlink format options. For example:
send an e-mail <a href="mailto:email@example.com">my label...
send an SMS: <a href="sms://123456456">my label</a>
send a phone call <a href="tel://123456456">my phone label..
Those options are pretty straightforward and you could also render them yourself using the HTML snippit widget. If there were an IM href link, you could use the HTML snippit to build that link into a button just like the Mendix buttons. Fortunately you can!
if you use the "im:..." tag, you can open up whatever the chat client is of your current machine. For me, a HTML snippit with the following text renders a link that opens up the IM chat client on my computer:
So yes it is indeed possible, you just need to use the HTML snippit!
There isn't a native way to add instant message support yet. To get this functionality you would have to implement a 3rd party solution. Additionally there is the chatter module in the app store, that can get you most of the functionality of an instant message service.
Hope this helps!