Marks are temporary anchors that are lost when Sioyek exits. They are assigned by pressing <m> followed by any letter, and traversed by pressing <`> followed by that same letter.
Bookmarks are persistent across sessions. They are assigned by pressing <b> followed by any letter, and traversed by pressing <g> followed by that same letter.
In both cases, lowercase letters represent local (file-specific) anchors, and uppercase letters represent global anchors.