Word for the Macintosh has been crippled when exporting, as compared to Word for Windows. It cannot export hyperlinks, bookmarks, etc. Unfortunately, you'll have to re-create the links.
We've been arguing for at least a decade about whether this is Microsoft's fault or Adobe's fault, but it just doesn't work.
Its Adobe's Fault.
You can can take a word file saved with link and take to PC and open either with Word PC and create a Pdf with Links that work.
Or you can drop on Acrobat and create the pdf and the links will work. Its squarely Adobe's Fault.
The delevopers don't want to be bothered with fixing trouble so they make excuses and say it’s a problem with Apple nd MS.
with Office2011 sharing code with Office2007/2010 now . There is no excuse. The developers need to get their head out of their Axx and fix the problem.