In MS Word, there are some features to allow you to do a Page Jump links like Cross-Reference , Table of Content, Footnote, Endnote, Comments, Text Boxes and etc.
To make those links workable after converted into a PDF file, you should enable this in Acrobat.
Procedures:
- Open your document in MS Word
- From the menu bar, click Acrobat -> Change Conversion Settings
- Then change to the Office tab
- From the option group Word Features, check those features you need.
- Press OK to apply the changes
- Now, you can convert your word file into PDF format by clicking Acrobat -> Convert to Adobe PDF