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You may stop at the above step, if you're happy with what you have: a set of various documents combined into one PDF File.  Plus, Adobe may have done a few things automatically that serve your purposes, too, by creating a system of organization: In compiling files or documents into a Navigable PDF, you should be aware of three navigation possibilities:'s bookmarks feature may be all that you wish to use in adding navigation to your PDF file. 

PDFs can contain a table of contents or organization that exists separate of any page within the document.  In Acrobat or Acrobat reader, this typically appears on the lefthand side when the Bookmarks tool is made visible.  These bookmarks are often also visible in other PDF readers. 

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