The hyperref package will automatically generate hyperlinks for the table of contents and citations. Be sure to add \usepackage{hyperref} to your document preamble after loading any other packages, since hyperref makes some serious changes to the internals of LaTeX- there are some exceptions, which are detailed in Which packages should be loaded after hyperref instead of before?
An example document might look like
\documentclass{article}
\usepackage{lipsum}
% add any other packages here.
\usepackage{hyperref}
\title{My Document}
\author{A. U. Thor}
\begin{document}
\maketitle
\tableofcontents
\section{A Section}
This section will automatically be added to the table of contents, as normal. The table of
contents entry for this section will automatically hyperlink to it. Also, a PDF bookmark
will be added.
\section{Another Section}
\lipsum
\end{document}