If can use the table of contents feature, it will create bookmarks for sections automatically. Others have to be applied manually though.
The name of the bookmarks can be edited in InDesign, from the Bookmarks panel. But the bookmark goes with the text it is associated with, so if that text moves position in the layout, it's still bookmarked to that.
If you're linking to other pages, you need to go to the text you want to link to, select it and go to the Hyperlinks panel > New Hyperlink Destination > Text Anchor. Then go to the text to be linked and add it as a hyperlink, selecting the text anchor you just created.