You can also include expandable bookmarks if you'd like to have, say, a bookmark to a particular chapter, and then bookmarks to sections within that chapter all within that bookmark. You can then name the Bookmark appropriately. To create a new bookmark, first go to the place in your document that you want to bookmark and hit command-B (for Bookmark) or click on Options in the top of the Bookmarks panel and select New Bookmark. To open the Bookmarks panel, go to the view menu and select VIEW > NAVIGATION PANELS > BOOKMARKS. The next thing I like to do is to create bookmarks to each of the important sections within the document. This will then display a dialog box presenting you with options for how you want your link to look and where you'd like it to link to. With this tool selected, drag an area around the item that you want to make clickable. The first is to use the LINK tool, which you can find in the Tools menu under TOOLS > ADVANCED EDITING > LINK TOOL.

When it comes to setting up links within a PDF, I like to combine two methods. With Acrobat, there are usually several ways to do things.