I'm not quite sure what you're trying to achieve here.

Yes, you could bookmark each citation, but that's not the same as being able to make them work as hyperlinks.

And, even if you were to apply a hyperlink to a citation field, you couldn't have a bibliography entry as the hyperlink destination (even if the bibliography had been generated at that time). That's because the individual bibliography entries are part of a larger bibliography field. And, even if you could make a given bibliography entry the hyperlink destination (which requires a bookmark or range address within the document), any bookmark would disappear as soon as the bibliography field was updated and a range address would become invalid as soon as anything was inserted/deleted in the document before it.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]