Are you using Sigil as an eBook READER? It's an excellent epub editor, but not really designed for that job! If you read in, e.g. Adobe Digital Editions, you get more reading-oriented tools, including highlighting.
In Sigil, you can highlight temporarily by dragging across a section of text, or edit in a highlight as already described. Or maybe you could select a passage then assign one of the Header styles from the toolbar. h1 will be too big. h3 or h4 will oftem give bold text. Is this sufficient?
If you were feeling really ingenious you could go into the stylesheet and edit (say) h3 to be a highlighted style.