I hear what Jon Burr is saying about licensing, however the linking functionality isn't even in pages to start with. Having functional TOC's in these is important, currently I add these after export in Adobe Acrobat (now DC). I use Pages to write all of my assignments, reports and case studies. You can't hyperlink to bookmarks, document sections or heading styles either. In pages you can't make document bookmarks. In both MS Word and Google Docs, using the header styles and making a dynamic TOC makes working links when exporting to PDF.
Pages makes much more beautiful documents but MS Word makes much more functional documents.
I'm very disappointed that this feature is missing from Pages.