VBA Code:
Sub test()
Dim i As Integer
i = 4
For Each sh In ThisWorkbook.Worksheets
ActiveWorkbook.Sheets("Sheet1").Hyperlinks.Add _
Anchor:=ActiveWorkbook.Sheets("Sheet1").Cells(i, 1), _
Address:="", _
SubAddress:="'" & sh.Name & "'!A1", _
TextToDisplay:=sh.Name
sh.Hyperlinks.Add Anchor:=sh.Range("E5"), Address:="", SubAddress:="Sheet1" & "!A1", TextToDisplay:="Back to Sheet1"
i = i + 1
Next sh
Application.ScreenUpdating = False
End Sub