You will need VBA code that traverses the folder hierarchy and opens each document in turn. The code will then need to check if there are any hyperlinks, if not close the document, then loop through the hyperlinks examining the link for the document name. I assume you will then require some form of output.

Given the quantity of documents that need to be processed it will take hours. If the folders aren't on a local disk the process will take even longer.

Is your need for the information so great that you are prepared to tie up a pc for at least a day?