By adding the hyperlinks in the word file and then saving (or printing) the file as a PDF they will remain in-bedded in the file. If you are sending it for correction then you want to make sure it is easily accessible for the examiner to correct and an interactive TOC will help.
I’ve run through before how to generate your Table of Contents automatically and if you do that it will save you a lot of time adding the hyperlinks. If you writing a really long document like your thesis or a portfolio an easy way to find everything quickly is by adding internal hyperlinks to your Table of Contents.