Smallpdf's navigation guide starts with Word heading styles and an automatic table of contents from the References tab. It recommends testing links in Word and using an export or conversion route that preserves them rather than assuming printing to PDF will do so.

Preserve Table of Contents Links During PDF Export

Open the finished PDF and follow several contents entries before sharing. A page can display a convincing contents list while its links fail, so test the actual navigation that readers will depend on in a long document.