This really should have been done by whoever PDF-ized the book originally. A Physics book for example, might have been made with LaTeX, and then automatically creating bookmarks with pdflatex is as simple as loading the hyperref package.
Been too long since I've looked at Acrobat Pro to see what other options there are with that.
ayman, are you convering the pdf to some other format with calibre? Were you getting some of the chapters but not others?
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