How to get bookmarked PDF from Word document

2. Format titles with Heading styles - The Basic Concept

In Word styles are the one-click solution to apply coherent formatting to selected parts of the text. Each Style is a pre-set combination of font type, size, color, line spacing, etc. There are some default styles offered in Word but you can create your own ones too.
Certain styles also include additional functions.  Heading styles are one of these: applying them to section titles and subtitles will allow you to generate a functional, linked Table of Contents in the Word document, and they allow you to generate bookmarks when converting to PDF. 

Note, proper approach to apply Heading styles is this:
1. Chapter titles > apply Heading 1 style
1.1. Subtitles apply Heading 2 style
1.1.1. Sub-subtitles apply Heading 3 style; etc.

Default styles (of recent MS Word versions) do not fit the CEU thesis writing standards, so you need to modify the settings for each used Heading style or create new styles. (If you are just starting your document consider modifying further styles as well: Normal, Footnote Text, Footnote Reference, Quote, etc.).

1.) Styles you find on the Home tab
2. a.) Style Gallery is directly accessible, offers a quick-view of a customizable selection of styles. 
2. b.) Style Pane - with more options and styles - can be accessed by clicking the right-bottom corner of the Style Gallery
3.) It could be important in the beginning that you select All styles to see, under the Options at the bottom of the Style pane.