This isn't a perfect solution. (You need to create the bookmarks after the bibliography is finalized, because updating the bibliography field deletes some of those bookmarks.)
Creating Bookmarks
First, create bookmarks for each one of the references in your bibliography. To make things easier, toggle the field codes for an in-text citation and give each entry in the bibliography the same name as the corresponding source. Word generally uses the first three letters of the author's name and the last two digits of the date. For example, in the document I'm testing this on, one of my sample sources is "Doe, J. (2013) A Book About Stuff." When you toggle the field codes on the in-text citation, it shows up as . So, I named the bookmark for that index entry Doe13.
Macro for Adding Links
Next, I created a macro for adding the links to each citation.
Sub LinkCitetoSource() ' ' LinkCitetoSource Macro ' Automatically links an in-text citation to the corresponding bibliography entry. ' Dim fld As Field Dim citation As String Dim bkmrk As String For Each fld In ActiveDocument.Fields If fld.Type = wdFieldCitation Then citation = fld.Code.Text bkmrk = Mid(citation, 11, 5) MsgBox prompt:=bkmrk fld.Select Selection.Expand Unit:=wdWord ActiveDocument.Hyperlinks.Add Anchor:=Selection.Range, Address:="", SubAddress:=bkmrk End If Next End Sub