The PDF Player supports topic links but not links in Topic Notes. It does not support links to local files only those with a web URL. It might support links to local network files.
The web exports support links to local files by copying them to a sub-directory of the export. The complete export folder and subfolder contents need to uploaded to some web space.
Perhaps adjusting the size of the map in the Word export will help. You can set this on the third options pane in the Word Export. Typically you cannot see the detail of the 3rd, 4th and higher levels of Subtopics in the map in an A4 Word doc. I use level of detail to just show the main and 2nd level topics.
You can convert map to PDF with image to PDF converter, and for links on map, you can use PDF editor to add it in. When you export map to Word, you still can copy map to images and then add it to Word. My method maybe not very good, still looking forward better solutions for it.