Compile to PDF - how to show internal links

I have created a large document with internal links. When viewing an exported PDF, the links work but they are not identified any different to normal text.

How do I get the compile to show internal links?

There are settings for adjusting the appearance of internal links in PDF files. You will need to edit your compile Format by double-clicking on it in the left sidebar of the compile overview screen. From there, go into the PDF Settings pane, where you should find everything you need.