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Yes you can make hyperlink. Start your word file and then choose something and press hyperlink to link it to an external file, then you can convert your word file to PDF and you will see that the links could be clicked to show the attachement.
You can use your word file without conversion but then you have to press CTRL to access the link.
Any way in order to send the CV with the hyperlinks then you have to send it along with the attachements to let others use the links.