You could format the hyperlinks as hidden text (Format > Font > Font tab >
Hidden), make sure that hidden text is shown on the screen (turn on Tools >
Options > View tab > Hidden text) and make sure that hidden text does not
print (turn off Options > Print tab > Hidden text). However, you will need to
check what happens to your layout when the hyperlinks do not take up place on
the pages. It would be possible to create a macro to apply the Hidden
property to your hyperlinks.

Alternatives to your hyperlinks:
The Web toolbar (in case of Word 2003 or earlier) contains Back and Forward
buttons – corresponding to the ones in Internet browsers. You do not need to
have the Web toolbar displayed. By default, the shortcuts Alt+Left arrow /
Alt + Right arrow have been assigned to these commands. This means that if
you have pressed a hyperlink in a TOC, you can return to that spot by
pressing Alt+Left arrow.

You may also use Shift+F5 – this shortcut “remembers” the last three editing
points. However, it may not always bring you back to the TOC.

The solutions above may not be what you were looking for.