default latex package does not contain much capabilities for creating hyperlinks. I recommend to use the hyperref package.
\usepackage{hyperref} then you might change several default values.
\hypersetup{
unicode=false, % non-Latin characters in Acrobat’s
colorlinks=true, % false: boxed links; true: colored links
linkcolor=red, % color of internal links
citecolor=green, % color of links to bibliography
filecolor=magenta, % color of file links
urlcolor=blue % color of external links
}
