Ghostscript only handles PDF or PostScript as an input, there are sibling products to handle XPS and PCL as well but none of them handle Word .doc files. So you must be converting the Word file into something else.
I'll hazard a guess that you are using the Windows PostScript printer driver to convert to PostScript and passing that to GS (possibly via the RedMon Port Monitor) to convert into PDF.
Now PostScript doesn't support hyperlinks, bookmarks, or any of the other paraphernalia of a viewing application, since its intended as a print language. To overcome this Adobe introduced an extension, the pdfmark operator, which can be used to create this kind of information. NOTE this is an extension which is only supported for conversion to PDF.
So, in order to get these inserted, you need to create pdfmarks in the PostScript. If you are printing from Word, this means that you have to insert PostScript into the file when printing. There is a 'pass through' mechanism for this purpose.
So what you need to do is create the appropriate Visual Basic script in Word which inserts the relevant pdfmarks when the document is printed. This is how the Adobe plug-in for Word (which used to be called PDFMaker a long time ago) works.