Create Bookmark in a word document

How to do this programatically?

Please take a look at DocumentBuilder.StartBookmark and DocumentBuilder.EndBookmark .

Currently we are working on Aspose.Word programmers guide and although it is not completed yet, you can see here for more information about the bookmarks:

https://docs.aspose.com/words/net/working-with-bookmarks/

is it possible to insert a section in a bookmark? How?

No, this is impossible at the moment. We’ll implement this later.