Named Destinations and Bookmarks are not the same. If it does work for you, it's only by chance that there's a NamedDest with a similar name to the bookmark that you're trying to open. You can only specify page number or the name of a named destination as an open parameter.
And to create named destinations?
I found this http://www.mindtheflex.com/?p=86 but my adobe hasn't the option "Destinations" (is it a pro version feature?)
When I build the document (in word) is there any change to give this named destinations?
You can't create Destinations with Reader, only Acrobat (not sure if only
the Pro version, or the Standard as well).