Word allows you to automate such a TOC, but it requires a little set-up, using Word's Insert/References/Table of Contents function.

One of the check boxes in the dialogue box you will get to says "Use Hyperlinks instead of page numbers." Select this.

You will need to make sure your headings are in the style the TOc automatically picks up. Same if you create a table of figures.

If you need a tutorial, go to Word's Help or check on the Web.
Once you have done one or two, the procedure is much quicker.