It is possible to convert the Word document into separate html files and build a complex series of hyperlinks to cross-refer between html pages. BUT the complexity of what you are trying to achieve means it would be smarter to consider any alternatives.

If it were me doing the job, I would simply save the file as PDF and load that to my webserver.

If you do go down the labour-intensive path, you need to also consider any future updates - will they be made in the original Word source or will all those edits happen with a html editor in the individual files? If you need to maintain both formats, do you want to have to redo the conversion with each revision?

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Andrew Lockton
Chrysalis Design, Melbourne Australia