When using Co-pilot to interrogate a document, it returns an answer and links to the page of the document from where Co-Pilot inferred the answer.  If you click any of those links, the document jumps to that page, but Co-Pilot disappears.  You cannot get back to the co-pilot pop-up to click the next link.  If you ask the question again, you get a different answer.  The original prompt, answer, and links need to remain visible and clickable until the user closes the window or asks another question.