I am formatting an ebook and want to convert the doc. to an ePub with the Table of Contents links intact. Is there a way?

I have formatted an ebook in word and created a doc. I now need to also convert it into an ePub. I have downloaded the latest version of pages and am having difficulties trying to make the Table of Contents links work. The tabs in all the youtube videos out there are not showing up in this version. Please help!!!!