There are two different types of TOC.
The one most commonly referred to with reference to EPUB files, and the one created by Sigil, is a metadata TOC, coded in an XML file with file extension .ncx (NCX = "Navigation Control XML file"). Most EPUB viewers use that file to display an actual table of contents to the user. With MOBI files, though, the Kindle uses the NCX file simply to provide next/previous navigation using the 5-way controller (e.g. to jump to next or previous chapter). It doesn't use it to display a table of contents to the user.
In order to display a table of contents to the user in a Kindle ebook, a table of contents must also be included in the (X)HTML content of the book, and in order to enable the Kindle to include it in its "Go To..." menu, there has to be a Guide entry (type="toc") in the OPF file (another XML file that forms part of an EPUB or MOBI ebook) pointing to the HTML table of contents.
If you need help or pointers on how to do this, just shout.