You would need ot create your own custom plugin to accomplish this as it is not native to TestStand right out of the box. I'm not aware of anything out there on the market either that would do this.
You can take the existing plugins and tweak them or just create one from scratch.
One option could be to use the existing NI_ReportGeneration plugin and then when it gets done generating your HTML report just have code that parses through it and creates hyperlinks for all the steps.
Regards,