These are not Word endnotes. Word does not see them as endnotes at all. They were apparently prepared in a different program (perhaps Endnote?). Word does not have an automatic way of converting these. The source program might.

The hyperlinks refer back to places in the document.

It is possible that someone here will be able to give you a macro that converts these. I believe it to be beyond my skill level.

Otherwise, I would recommend doing it manually. Copy the content of each endnote into the clipboard. Then use the hyperlink to go to the source and insert a footnote, copying the old content. Then delete both the endnote reference in the text and the endnote.