It's not clear from your question whether or not your heading style is already a hyperlinked one. Let's say you have applied one of Word's default heading styles, Heading 1, to your headline. If you then create a table of contents (TOC), the Table of Contents tab in the Index and Tables dialogue box has a button called Options near the bottom. Click on this, note that the "build table of contents from" box has "Styles" checked. Scroll down in the TOC level pane, adn you will see that Heading 1 is checked to be included in your TOC.

Any style that you wish to have included in your TOC must similarly have a number next to it, indicating what level will determine its formatting (indent, font size, etc.). These formats can be customized using the Modify button on the Table of Contents tab.

Does this solve your problem??