If you have a Word 2003 or earlier document with a table of contents, you might expect the ToC to behave as a series of hyperlinks when you save the document as PDF, so you can click an entry to jump to it.

If this doesn’t happen (i.e. the ToC appears as plain text in the PDF), try editing the ToC so that Use hyperlinks instead of page numbers is on for the web view. Then when you publish to PDF you should find that the links work as expected.