Zotero cannot create clickable links automatically. To make URLs or DOIs clickable, you need to use the Unlink Citations function under the Zotero tab in Word. The references will then be converted into plain text, and the connection to Zotero will be removed.
Please note: Save a version of the document in which the connection to Zotero is retained, so that you can still use Zotero if you wish to continue working on it later.
