Create a hyperlink from quote to Bibliography (in Word)

Dear all, 

I use Endnote Web + Word (365). When I quote an author, I have no problem but if I go to the quote (here between [number]), it becomes grey but impossible to have a hyperlink to my bibliography (at the end of the document). This is very annoying.

I went to the EndNote site, but I don’t even have the second part (2nd red frame).

How do I do it?

Thank you!

Endnote web doesn’t have all the features of the desktop version, and the help you screenshot, is for the Desktop version.  Not sure there is a workaround for the online version.