Hi,
What version of Word are you using? Word 2013, Word 2010 or Word 2007?
Please also let me know which local setting you referred to. Take Word 2013 for example, we can go to FILE -> Options -> Advanced, there's a checkbox under "Editing options" called "Use CTRL + Click to follow hyperlink". If you select it, you
need to press Ctrl + Click to open the hyperlinks, if you uncheck it, just click the hyperlink and it will open. It's a setting of Word instead of a file, as mentioned, if you download the file and open it in your local Word client, it should work according
to this setting.
If I got anything wrong, feel free to correct me. Or you might get any error messages or warning, you can let me know.
Regards,
Melon Chen
TechNet Community Support
