In The Empire Strikes Back, the Millennium Falcon hides on the back of a Star Destroyer. It then escapes by hiding in a garbage dump before the Star Destroyer jumps to hyperspace.
If the Millennium Falcon had instead stayed attached to the Star Destroyer, would it have been carried along by the latter's hyperspace jump?
In episode 2, Obiwan throws a tracking device onto Slave 1 (as shown in this clip on youtube), enabling him to follow it to another system. So we have a Canon example of something that is small relative to the ship it is attached to being carried through hyperspace without the ship needing to be aware.
To engage in a little bit of speculation (because I don't know if there's any Canon source for it), I'm guessing you need a stronger hyperdrive for a bigger ship, so there's no way for a ship like the Millennium Falcon to initiate a jump and pull the star destroyer along with it (a ship with a massively overpowered hyperdrive for maneuvers like that would make for an interesting tactical tool). This implies that there's a point at which a ship is too big to be carried along during a jump.
According to the Star Wars wiki the Millennium Falcon is about 35 meters long compared to a Star Destroyer's 1600 meters. Slave 1 is 21.5 meters long, so a similar comparison would be something 0.47 meters long attached to its hull. The tracking device was obviously smaller than that, so although we know it can be done we do not know it the Millennium Falcon is small enough to be carried along with the Star Destroyer it was attached to.
In Legends, it is clear that any object fixed to the side of a ship that jumps to hyperspace is carried along with it (potentially without that ship's knowledge).
For instance, there are several examples in the X-Wing novel Wraith Squadron:
an Imperial plot involves Parasite droids, which attach to the hulls of New Republic ships using claws, suggesting that the crew doesn't need to even know about their passengers to take them with. The guts of one opened Parasite reveal sensors and comm gear but nothing is said of any hyperdrive tech.
In short, as long as an object is attached to the hull of a ship, it will be taken with when that ship jumps, regardless of whether the crew knows about it or not, or whether the object itself has a hyperdrive.
In the Rebels series, the hyperspace-capable creatures known as the purrgil were known to grab smaller starships and drag them through hyperspace with them. That might not be the best example for you, though, since it's a creature and not a mechanical starship.
The Carrack-class cruiser is a light cruiser used by the Empire. It was too small to have a hangar bay, but could carry a handful of TIE Fighters attached to external racks. That's the same general concept of a smaller vessel attaching itself to a larger vessel and hitching a ride through hyperspace.
A Carrack cruiser's racks are specifically designed for this, though. Whether this would work for the Falcon would most likely come down to how strongly it can hold onto the Star Destroyer. Han mentioned they were attached via a "docking clamp". That implies that it's strong enough to keep the two ships from drifting apart while stationary. I can't find any specifics, but I'd find it unlikely that it would be strong enough to hold on for a hyperspace jump. Even rapid maneuvering with the sublight engines could likely "sling" the Falcon off of the hull. Those are forces far beyond what a "docking clamp" would reasonably be expected to handle, so it's unlikely that such a system would be overengineered to that degree. You'd still want to detach before the Star Destroyer made the jump, though. Who knows what kind of damage that would do to your ship.
