You can make your cross-references into hyperlinks using the hyperref package.
In most cases, hyperref should be loaded after any other packages specified
in the document preamble.
\documentclass{article}
\usepackage[hidelinks]{hyperref}
\begin{document}
\section{Introduction}
Some exciting text with a reference~\ref{sec:next}.
\section{Next thing}
\label{sec:next}
More text here.
\end{document}
We have chosen to make the links the same color as the normal text; try removing
hidelinks to see why!