These are known as "Bookmarks" in both Word and html.
In the html the portion of text (or other source) that you have
bookmarked will look similar to this:

<a name"NameYouDesire">NameYourLinkingTo</a>

Later when linking to that bookmark, your link will look similar to:

<a href="#NameYouDesire">NameYourLinkingFROM</a>

Please note; in the above example both the bookmark and the link to the
bookmark are required on the same page.

if your linking from a different page it may be similar to:
http://www.mywebpage.com/myDirectory/mypage.html#NameYouDesire
or you may use realative links and these cannot be speculated on without
knowing your directory structure.  

A Wild guess is that you have created your web pages and folder structure
from a local folder structure (on your PC) that does NOT duplicate the
website folder structure.

All this is so much easier if a URL is provided!
However, If you have not removed ALL the bloated Word HTML providing a
URL is useless because nobody is willing to sort through the mess.

BTW, Word was never intended to be used for creating web pages, rather a
transport tool to return Word documents FROM html pages and back into
their origianl Word Document format.