How can I hyperlink pages between multiple indd docs, and have them work in a pdf?

Question

Ok, this is confusing, so I'm going to try to be as clear as possible. I'm using InDesign CS6.
I am working on a catalog, over 500 pages, which is split into several smaller indd files.
I need to end with one single pdf of the whole catalog, with links to different pages. For example, there's an index in the back, a TOC in the front, and various "related product" type references throughout the catalog which I would like to have the page numbers as clickable links.
When I try just linking to the different docs, either clicking it in the pdf opens the indd file (not helpful) or nothing happens at all (even less helpful). So I assume there must be a trick to it. Or it's impossible.
I know how to do this if everything was one big indd file, but it's not. I suppose that could be an option but I really don't know how my mac will react to a file that large.
So, how can I make this happen? Is there a way? Would it be better to just do this in Acrobat?

Answer 1

I actually did already create a book with all the files in it, but I couldn't figure out how that was helpful. The hyperlink panel doesn't seem to have any "book" options (unless I'm looking in the wrong place?) and just linking to the different files (after creating the book) didn't have any different results than linking to the files before I created the book.
I thought maybe linking to the different files in the book would work if I could export the whole book to pdf at once (which would be super-helpful in and of itself), but that doesn't seem to be an option either.
I guess what I'm asking is for you to elaborate on what to do after creating the book.
Thanks!