Simple rule:
HTML is what outputs the content to the page.
CSS is what adds style to that content.
CSS cannot add HTML. So we need some other code, either:
PHP which is a server side language that could be used to filter the headings HTML and insert the necessary links.
Javascript which is a language that runs in the users browser and that can crawl that page, create the links and inject them into the HTML.
I would expect that plugin uses PHP, Javascript and CSS to do it π
Glad to be of helo.