To connect a text phrase in a document to another document we use

Concept

A hyperlink is a clickable cross-reference that connects a selected piece of text (or an object) to another target — a different file, another document, a web page, or an email address. In Microsoft Word a hyperlink is created from the Insert menu/tab using the Hyperlink command, which opens a dialog where you choose the target to link to.

Applying it here

The task is to turn a text phrase into a link that opens another document. So you first select the phrase, then choose Insert > Hyperlink and point the link at the target document/file. That single command is exactly what creates a connection from text in one document to another document.

Why the other commands do not fit

• Insert > Bookmark only marks a named spot inside the same document for internal navigation — it does not connect to any external or separate document.

• File > Page Setup controls layout settings such as margins, orientation and paper size; it has no "Link" command and cannot attach a document reference to text.

• Insert > Footnote places an explanatory note at the bottom of the page tied to a reference mark — it adds commentary, not a link to another document.