True automatically generated hyperlinked breadcrumbs requires dynamically generating HTML which is very very difficult in Lectora.
Alternatives:
1. You can use a series of text boxes (which unfortunately are fixed length) with actions attached to them that Go To Web Address and and enter Var(variable) in the web address field. You can set the variables using a Modify Variable action that sets the variables to Javascript: location.href when they are on the right place like the first page of a chapter or section.
2. You can manually code the breadcrumbs for each chapter/section using hyperlinks in a text box.