The PDF equivalent of the navigation pane is the bookmark pane, which holds links that act as interactive index tabs. Several resources make creating this pane's links easy.

Check the "Create Bookmarks Using:" option under the "Include non-printing information" header. Choose whether you want Word to create bookmarks from the document's headings or Word bookmarks.

It’s all wasted, of course, when the end-user doesn’t have the background to recognize or take advantage of the features. “Bookmarks” illustrate this: while tools to support bookmarks have ...

Creating bookmarks in a PDF file actually edits the file, so Adobe Reader can't do it. You need the full Acrobat. It can however create sticky notes, which are not edits.