These are the steps :-
Open QuarkXPress document. Create few styles sheets depending upon your requirement.
Now Make sure that List palette is closed.
Then apply those styles on the pages where you want to have bookmarks.Once that is done then Click on Edit>>Lists.
Click on new List, Add the styles by clicking on arrows then click on ok and save.
Then click on Windows>>List. Create a text box on the last page and then cilck on Build.
Now click on file >>export>>layout as PDF>>options>>check the option Export Lists as bookmarks.
Click on ok and save the PDF.
I hope this information helps