When a word document is imported to Confluence which contains internal cross-reference hyperlinks, the links are not brought into Confluence. Attached is a sample document that demonstrates the issue.
If you open 'REF test.docx' in word, the link at the bottom of page three will bring you to the anchor on page one. However, if you import 'REF test.docx' into Confluence you will see that this link is no longer present.