Checking links within documents in review

Is there a way to check links within documents that are in review?  Many of our documents we are reviewing have links in them.  In order to check the links we currently have to download a copy of the document so that we can check links outside of the tool.  Is there a way to check them within the tool and avoid the extra work?  Is there a way to check links within the document after it has been converted to a .pdf?