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Take a look at http://www.tug.org.in/tutorial/src/fiscreen.sty.

EDIT: It defines the navigation elements as well.

If you want to create nice presentations, I recommend LaTex Beamer: http://latex-beamer.sourceforge.net/

You mean the buttons on the right side? Acrobat can do that. Although it would be fitting if they did it using LaTeX.

I was puzzling if there was a way to do that using LaTeX, but you correct they probably used Acrobat Professional

The creation metadata on the file says it was done with TeX, not Adobe, so probably not.

No, they did not. Take a look at http://www.tug.org.in/tutorial/src/fiscreen.sty.

It says so right on the frontpage: This document is generated from LTEX sources compiled with pdfLTEX v. 14e in an INTEL Pentium III 700 MHz system running Linux kernel version 2.2.14-12. The packages used are hyperref.sty and pdfscreen.sty

I'm pretty sure your TOC is put there automatically if you use pdflatex.