If you're referring to the old 'Define Bookmarks ...' command that used to
be available on the right-click context menu and the Options menu in the
help window, that was a feature of the old WinHelp help engine, last used in
Office 97. It does not exist in HTML Help, as used in Office 2000 and later.
One thing that you can do in Office 2007 help is to right-click a help topic
and choose 'Copy Topic ID'. If you save that Topic ID, you can later paste
it into the search box in the help window to return to that help topic.
Unfortunately, the help engine doesn't provide any built-in way to save and
maintain a list of Topic IDs. You'd have to maintain it yourself. You could
save it in a text editor such as Notepad, or you could use Access to
maintain it.