Assuming the chapter headings in the HTML file are coded as actual headings (h1, h2, h3, etc), when you edit it in Sigil use the TOC Editor to create a full NCX file for all of the chapter headings (you won't see the NCX file, but it'll be created by the TOC Editor). That will then be incorporated in the EPUB when you save it in Sigil, and will be incorporated by Calibre in the conversion to MOBI format. Calibre can also be set to autogenerate an inline TOC from the headings coded in the HTML when converting to MOBI - it will actually be placed at the end of the HTML content, but with the correct marker to enable the Kindle to link to it via the Kindle's "Go To..." menu.
Hope that made sense!
