Using Doc-To-Help Markup Language, although it is the recommended method, is not the only way you can create links and hot spots in your source documents.

In Microsoft Word, you can use the Doc-To-Help toolbar to create topic links, cross-references, margin notes, mid-topic jumps and dynamic links.

More:

Using the Add Topic Link Dialog Box

Creating Cross References

Using the Word Hyperlink Field to Create Cross Document Links

Using Margin Notes in Word

Mid Topic Jumps

Using Dynamic Links