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.

These are important points. The easiest way to make sure it all works is to use Word's built-in styles for headings (e.g. Heading 1, Heading 2, etc.) You can then specify how many levels you want included when you create your table of contents.

In older versions of Word you create a TOC by Insert, Index and Tables, Table of Contents. You can adjust the 'Show levels' number and also choose which styles are picked using the Options button.