Either use options when calling \usepackage{hyperref}
or \hypersetup
later on (Please note, that not all options of hyperref
can be given multiple times in \hypersetup
again, but the color options are repeatable!)
\documentclass{book}
% Load with some options, i.e. \usepackage[colorlinks=true,linkcolor=blue]{hyperref} or blank
\usepackage{hyperref}
% Change the setup later on, after loading hyperref
\hypersetup{colorlinks=true,linkcolor=blue, linktocpage}
\begin{document}
\tableofcontents
\clearpage
See \ref{foo} or \ref{foobar} for more information!
\chapter{Foo} \label{foo}
\chapter{Foobar} \label{foobar}
\end{document}
The screen shows the ToC with blue hyperlinks to the chapters.

If the linktocpage
option is given as suggested by AlexG, the page numbers in ToC are made hyperlinks to the relevant chapter etc, as can be seen in the following screen shot:

\hypersetup{colorlinks=true,linkcolor=blue}
?hyperref
has options for this,\usepackage[colorlinks=true,linkcolor=somecolor,citecolor=somecolor]{hyperref}