Hello and thank you for posting this question.
Please review all external addresses and reference points in the Word file. Make sure they fit in the correct format. For example for website address use prefix http:// or www. for email addresses press enter at the end of it.
Once the document is correctly formatted in MS Word, you may export it directly to PDF format from menu File > Export > Create PDF > Publish or use Expert PDF add-on to create PDF file and load it in the software for further editing.
The latest MS Office application provide direct option to save document in portable format. Try this option instead and open the PDF file with Adobe Reader to see if the link enclosed in the document are correct.
Please let me know the result.
Expert PDF Support team