Hyperlink to bibliography reference
The Manual Way
Microsoft Word supports hyperlinks within documents. For instance, in the version of Word I have (Office Professional 2016), when I attempt to add a hyperlink (1), the menu gives me the option of hyperlinking a &quot;Place in This Document.&quot;

If you use styles to designate text Headers in Word, you will see those listed under &quot;Headings&quot; and can use those as links. Alternatively, you can set Bookmarks in Word (2), and then use hyperlinks to point to those bookmarks.
So you would need to set bookmarks for each reference and then put hyperlinks at each in-text mention. It's time consuming, but it works, and these links are even preserved if you're eventually saving to PDF.
(1) You can add a hyperlink by selecting text or a point in the document and (a) right-clicking and selecting Hyperlink; (b) navigating from the top menu - Insert -&gt; Hyperlink; (c) using &quot;Add a Hyperlink&quot; from the search function; (d) pressing Ctrl + K.
(2) You can add a bookmark by selecting text or a point in the document and (a) navigating from the top menu - Insert -&gt; Bookmark, (b) searching for &quot;Insert a Bookmark&quot; from the search function, (c) pressing Ctrl + Shift + F5.
The Macros Way
If you want the functionality to be friendly with Mendeley, you may need a third-party solution like mabentwickeltsich's Mendeley Macros on GitHub, which works for APA and IEEE. For this and other third-party tools, you would want to read the user documentation and make sure you understand what it's doing. That said, they do automate the process.