Microsoft Endnote to InCopy to InDesign?

Hello! Has anyone had success importing endnotes (saved from Endnote - it seems to become a Bibliography in Word) to InDesign in such a way that they maintain their links from superscript to the reference in the Biblio? I used InCopy to import from Word, and there appear to be links on the superscript, but they don't translate to links in a PDF (which is the final result we need). Any ideas appreciated!