Get dreamweaver, find the regexp (or make one) that'll match a hyperlink (like match /<a href=".*">/) or something, and use the search function. it can search in a directory and it can search by regexp, so it'll give you all the links.
if you actaulyl want to like make a text file of them or test if they exist or something, i suggest making a php script to read through all the files in the directory, pull all the links (regexp again), and then check if the URL responds to a ping.