I write eBooks and often put hyperlinks in them both to link different parts of the book and also to provide external links. By default, Microsoft Word underlines all hyperlinks. However, to remove them is easy.
Remove the Underline From only one Hyperlink
To remove the underline from just one link, select the hyperlink by dragging your cursor over the text. Don’t click it. Then do one of the following:
1) Select the underline tab and apply underline formatting to it. That should remove the underline of the hyperlink. That keyboard shortcut is to hold down the Control key and press the letter U.
Alternatively, you can do the following:
2) Right click the text and click on Font… from the menu, as below.
That opens up the Font dialog box. In it keep everything as it is but go under “Underline Style” and choose “none” from the dropdown menu. Then click OK.
That removes the underline from the link.
Remove the Underline From All Hyperlinks
If your Word document has many hyperlinks and you want to remove them all without forgetting any, then use this method.
Go to the Styles group at the top of the Word document and click the arrow on the right side to open the Styles dialog box.
The “Styles” dialog box will appear as below. Scroll down till you find hyperlink. If you have many styles, as I often do when writing a book, you may need to scroll further to find “Hyperlink.”
With cursor pointing to “Hyperlink” you will see it highlighted and a dropdown arrow shown towards the right. Click on that dropdown arrow to see the dropdown menu. On it, choose Modify…
That opens the “Modify Style” dialog box. There you can make changes needed to affect the hyperlink underline in the entire document. Click the “U” tab for underline and note how the text in the box below is no longer underlined. Scroll down to the bottom of the dialog box.  Make sure the “Only in this document” button is checked. Click on “Ok” and the changes will be applied to the whole document.
Note that you choose to apply this style 1) “Only in this document”, 2) New documents based on this template, and 3) Add to the Styles gallery for easy access.