Scrivener, as software (as opposed to a file format, like docx or html that sits passively on the disk and can be converted with tools that do so) has no concept of internal links, at least in the form you are referring to. It can of course insert hyperlinks to sections of the binder, but that is not a compatible concept with with bookmarking, which can place markers anywhere. So there would be no way to import them.
As for this kind of linking in general though, here is a post on how you can go about creating internal references to spots in your text.