I am reading a pdf which I guess it's written in LaTex, so all I need to know is that which package is this to refer figures and bib items?
If you are asking, which package adds the highlighted links, this is probably
hyperref. To create links, back to where you are linking, this can be achieved through the
backref option: https://mirror.kumi.systems/ctan/macros/latex/contrib/hyperref/doc/manual.html#x1-450005.26
An example can be found at Bibliography with page numbers