Following up on Andrew's answer...
No button you place in a Word document will survive conversion to pdf, regardless of the method.
If you are using Styles and creating an Automatic Table of Contents, by default the listings in the TOC will be hyperlinks. Most methods of converting to pdf preserve those.
Also, if you are using built-in heading styles or outline level styles for your headings, conversion can make those pdf bookmarks.
Here is a link to a pdf produced that way:
Marlinespike Links https://addbalance.com/Sail/Knots/Li...rlinespike.pdf