Do you have Acrobat Pro, Acrobat Standard or Acrobat Reader?
In Adobe Acrobat Pro, look at the top right corner of your window. There will be a customize button -- click on the arrow to see the drop-down menu. Select "common tools," then click on "add navigation." You will see a selection for "add bookmark." Scroll through your document, and when you find something to want to add as a bookmark, highlight it and click on "add bookmark." Hope this helps.
The "add bookmark" selection can also be found in default tools, content editing.