Bookmarks is the term for the clickable table-of-contents information that is displayed in a separate pane when certain PDF files are viewed in a PDF reader program. To produce a PDF with such bookmarks from your LaTeX source, add this:
hyperref is the package that adds clickable links for the table of contents and all the internal references in the document into the produced PDF file. The
bookmarks option adds the bookmarks too into the PDF.
Tried with: MikTeX 2.9