I see.
That is not what bookmarks are. At all.
Can’t insert them “in” a document.
They are rather a way to link a document to another one. Offering a quick way to recall that specific document from that second one ; and vice versa.
So basically, when creating a bookmark, it is the whole document, not somewhere in it, that is bookmarked.
You create a bookmark by dropping the target document in the current document’s bookmark panel.
That’ll create a two-way bookmark. (Both documents will end up with a bookmark linking to the other document.)
You can also use this menu (which has a few extra functions) :
