While creating table of content style, there is an option to 'Include Book Documents'.
If you are creating hyperlinks manually then browse corresponding indd document in Destination Document and select its page.
Discussion moved to InDesign EPUB forum.
Thank you. I had to open all of the files in the book, which then allowed me to manually hyperlink using Link to: Page and selecting the proper chapter & page. Thanks for the feedback.
In addition, if you select "Create Text Anchor in Source Paragraph" among your TOC options, the resulting TOC will automatically create your hyperlinks for you when you export to ePub.