I can't see an 'Edit' button so I'll add this as a reply to my own post:
I use Firefox as my default browser, but I get the same message if I change my default to Opera, IE, or Edge.
What I
have found is that if I open *.doc or *.docx files in WordPad then the hyperlinks work - they open the linked web pages. One difference between WordPad & Word that I'm aware of is that WordPad comes bundled with the OS, whereas Word (& Excel, etc) are part of the Office 2016 suite. To me, this confirms that whatever the problem is, it's in Office, not W10 or my browser.
I guess that I need to change a setting somewhere, or maybe edit something in the registry, but I don't know where, what, or how.........
Surely someone here must know about this stuff...I'm sure it's pretty straightforward...please help!