To add the hyperlinks you would need something to link to. The following bookmarks the found items and links to those.
Code:
Sub Macro1()
Dim oTable As Table
Dim oCell As Cell
Dim oRng As Range, oHeader As Range
Dim oColl As Collection
Dim i As Long, j As Long
j = 0
Set oColl = New Collection
For Each oTable In ActiveDocument.Tables
For Each oCell In oTable.Range.Cells
If InStr(1, oCell.Range.Text, "HELLO") > 0 Then
If oCell.Range.Font.ColorIndex = wdBlue Then
j = j + 1
Set oRng = oCell.Previous.Range
oRng.End = oRng.End - 1
oRng.Bookmarks.Add "BM" & j
Set oHeader = oCell.Range.Sections(1).Headers(wdHeaderFooterPrimary).Range
oHeader.End = oHeader.End - 1
Select Case True
Case InStr(1, oRng.Text, "APPLE") > 0
oColl.Add "I LIKE APPLES|" _
& oRng.Text & "|" _
& oHeader.Text & "|" _
& oRng.Information(wdActiveEndPageNumber)
Case InStr(1, oRng.Text, "CAR RESALES") > 0
oColl.Add "I DON'T LIKE BANANA|" _
& oRng.Text & "|" _
& oHeader.Text & "|" & _
oRng.Information(wdActiveEndPageNumber)
End Select
End If
End If
Next oCell
Next oTable
Set oRng = ActiveDocument.Range
oRng.Collapse 0
oRng.InsertParagraphBefore
Set oTable = ActiveDocument.Tables.Add(oRng, oColl.Count + 1, 4)
With oTable
.Columns(1).Width = CentimetersToPoints(4)
.Columns(2).Width = CentimetersToPoints(5)
.Columns(3).Width = CentimetersToPoints(4.5)
.Columns(4).Width = CentimetersToPoints(1.5)
.Rows(1).Range.Font.Bold = True
.Cell(1, 1).Range.Text = "Certification"
.Cell(1, 2).Range.Text = "Title"
.Cell(1, 3).Range.Text = "Section"
.Cell(1, 4).Range.Text = "Page"
.Rows(1).HeadingFormat = True
For i = 1 To oColl.Count
.Rows(i + 1).Cells(1).Range.Text = Split(oColl(i), "|")(0)
.Rows(i + 1).Cells(2).Range.Text = Split(oColl(i), "|")(1)
.Rows(i + 1).Cells(3).Range.Text = Split(oColl(i), "|")(2)
.Rows(i + 1).Cells(4).Range.Text = Split(oColl(i), "|")(3)
ActiveDocument.Hyperlinks.Add _
Anchor:=.Rows(i + 1).Cells(4).Range, _
Address:="", _
SubAddress:="BM" & Split(oColl(i), "|")(3), _
ScreenTip:="", _
TextToDisplay:=Split(oColl(i), "|")(3)
Next i
End With
lbl_Exit:
Set oTable = Nothing
Set oCell = Nothing
Set oRng = Nothing
Set oHeader = Nothing
Set oColl = Nothing
Exit Sub
End Sub