There have been a lot of changes to FusionPBX so what you can and can't do may depend on the version you have installed. We used to be able to click the little arrow button next to the IVR option box and it would allow you to put almost any code you wanted in to the box, I used this facility for setting channel variables. I.E.
menu-exec-app:set voicemail_greeting_number=2
FusionPBX now, quite rightly, validates destinations. If the string is not in the destination select list it is seen as invalid and will not save.
Calling external numbers from an IVR has the potential to open your system up for fraud, so it should be managed carefully. There may be better ways of doing this in later versions of FusionPBX, but this is what I had to do for one of my versions in production. In the following example, I call an external number (123, the service providers speaking clock):
First create a dialplan entry in the dialplan manager,and set destination to true, use a dummy extension number of your choice, I have used 788.
Then, in your IVR choose this new destination that you have created, in my example it is on option 4.
I hope that helps, as I say there may now be a better way of doing it, if there is maybe someone will chip in...