Save your output as a WORD doc. Highlight headings and select Heading Styles, also insert page breaks.
If you have the Microsoft Word addin to SaveAs PDF, save your word doc as PDF and choose options and select Create bookmarks using: Headings
Also if you have Acrobat Pro (it is expensive) installed it is available as well.
Many pople who create regular reports also use web pages ( .htm ).
Below is a simple script for creating a simple web page. The JSL path is the path of the data paths. The script was written for chapter 6 of the book JSL Companion, Applications of the JMP Scripting Language, 2nd edition
Also some people like to create Dashboards.
Sorry, do not know of an automated method. I am looking for options.