Although Word for MAC has the PDF conversion possibility, only the most recent versions have the bookmarking feature. MS Word versions for Windows starting from 2007 have a built-in function to generate a bookmarked PDF. Navigate back to Section 2 for instructions on applying Heading styles. If you have not formatted titles using the Heading styles you need to do that first. Only after the titles in your Word document are properly formatted with Heading styles it's just a few clicks to get a bookmarked PDF.