I don't use Office now but I'm sure I used to be able to do that, even in Word 97.
Right click the link, select "Copy link location", then paste that into the Word document.
I can't remember if I then had to do any formatting of the link, (Format menu), or if it was CTRL + Click to activate straight away, but it worked for me.
What happens when you try that?
Mark
OK so I use old Word 97. WinXP sp2. I'm very active in a forum and have a doc to copy my answers from. Now if I want to copy TO my doc how come I can't paste a url from within a text body? Like if I want to copy another forum post to my document the url won't paste as a link.
I have to actually open the web page and copy from the address line for it to work in my document. Hope you followed that.

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