Is this a table of figures (list of tables)? If so, it should be hyperlinked
by default. Similarly, cross-references to these items will be hyperlinked
too.

On the other hand, if you are trying to manually create a hyperlink to a
figure or table, you must bookmark (the relevant parts of) it first.

Insert > Reference > Cross reference > Figure or Table in the drop-
down list at the top left (and choose whether to use the number, the
caption, etc., in the dropdown at the top right)

This works if you have used the Caption style for the captions on your
tables and figures, which is also easiest to do via Insert >
Reference.