To create a pdf document browsable with an index, that will appear in the side panel of the pdf viewer, and with all the references converted into links:
\usepackage[bookmarks]{hyperref}
In the preamble, options are comma-separeted-values, inside the command
\hypersetup{...}
pdfborder={0 0 0} | remove the border from all the links |
bookmarksnumbered=true | include section numbers |