How to make citation references clickable in LaTeX

Citation references in a LaTeX document connect a citation number or abbreviation to a publication listed in the bibliography. If the document produced from the LaTeX is meant, not for printing but, for viewing on a computer, then it is nice to have citation references that can be clicked. When clicked the citation leads to its publication in the bibliography.

To turn on this feature, just include the hyperref package:

\usepackage{hyperref}

Tried with: Ubuntu 12.04 LTS