It would probably be not too difficult to find the macros that generate the index and add in the appropriate PdfTeX instructions to make hyperlinks. Although,

It would probably be not too difficult to find the macros that generate the index and add in the appropriate PdfTeX instructions to make hyperlinks. Although, as a veteran Knuth code reader, I would say that his code is intended to be read linearly, like a book, rather than in bits and pieces. (Think of it like dynamic programming: it's more efficient to start from the little functions and work your way up, than to start from the big functions and recurse your way down.)