Many bomb games etc., that I download have links that don't work. There is no functionality when I click on buttons etc. I have PP 2010. Any ideas how to fix this?

    Try downloading a more recent version of ppt.
    Also, be careful not to delete any slides, especially near the beginning of the ppt as this can royally botch-up the
    hyperlinks.
Also, it might also be a good ideas to check if macros are enabled (unlikely to be the problem, but still worth checking).

What do the non functioning hyper links link to? If it's just other slides, then honestly, you may just want to redo the linking... it only takes a few moments.
If the links go to videos, smartobjects, or external sources, sometimes saving and compressing the files can totally mess them up beyond repair: you would need to manually redo them. Also, if they're linking to flash enabled objects (like certain embedded videos), these are often disabled for security reasons (because flash is super duper crappy.

   And then there are issues involving the differences between relative and absolute links, which can be confusing, vague, and just generally infuriating.

Maybe this link will help? (Assuming it'll open for you.  )