When I use Slice Tool and then Export to PDF it doesn't take the Hyperlinks with it

An image map is what you're describing  -- a single image with hotspots that link out to other pages or websites. Neither PDF nor JPG support image maps.  Sorry.   That's only possible with HTML code.

That said, image maps are not responsive on small, medium and large devices.  So for this reason, nobody uses old fashioned image maps anymore.   Although it can be done with SVG (scalable vector graphics) which are responsive on all sized devices.

Below is an example of a responsive SVG image map with a raster image behind it.

https://jsfiddle.net/NancyO/6k3v4ge1/21/

@Chris229962995o3d 

The function of the slice tool was to:

• Split one image into multiple images when saved
• Optimize each slice (new image) separately
• Create HTML to put each new image into a table to make it appear as one image

The HTML code that was generated could be copied and pasted into the existing HTML for the web page. We used to use this when we hand-coded or used an HTML editor.

I'm using past tense because tables are no longer used in web pages. They were replaced by CSS and divs many years ago.

• To create hyperlinks that work in PDFs, use the Hyperlink panel in InDesign or the Link tool Adobe Acrobat DC. 

Jane

JPEG is a flat file, it can't take hyperlinks. A PDF file may take hyperlinks, but I think that Photoshop is not the appropriate tool to create linked PDF files. Links simply are not considered.

The slice tool is typically a tool that has been used in the early web days to create web mock-ups that could be used and modified in a web editor tool like Dreamweaver.

So yes: export as HTML works, other formats do not.