It is very easy to do so.just follow the following instructions..
1. Open your Microsoft Word document.
2. Highlight the portion of text that you have hyperlinked and then press "Ctrl" and "K" to bring up the hyperlink insertion window.
3. Ensure that the link you have entered in as the "Address" is formatted with an "http://" before the link.
For example, a link like "http://google.com" will be preserved when converted from a Word document to a PDF, but a link like "google.com" will not be preserved.
Related post: How to Convert Word Documents to PDFs With Links